TY  - JOUR

T1  - Multi-variate stochastic volatility modelling using Wishart autoregressive processes

JO  - Journal of Time Series Analysis

PY  - 2012/01/01

AU  - Triantafyllopoulos K

ED  - 

DO  - DOI: 10.1111/j.1467-9892.2011.00738.x

VL  - 33

IS  - 1

SP  - 48

EP  - 60

Y2  - 2024/12/22

ER  -