Chen, J., Kobayashi, M., & McAleer, M. (2017). Testing for volatility co-movement in bivariate stochastic volatility models.
Citación estilo ChicagoChen, Jinghui, Masahito Kobayashi, y Michael McAleer. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. 2017.
Cita MLAChen, Jinghui, Masahito Kobayashi, y Michael McAleer. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. 2017.
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