Bivariate Stochastic Volatility Model with General Leverage and Cross-Sectional Correlations Specification

Additional Metadata
Keywords	bivariate stochastic volatility; leverage effect; bellman filter; multidimensional nonlinear state-space model
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/60852
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kardux, E. (2022, January 25). Bivariate Stochastic Volatility Model with General Leverage and Cross-Sectional Correlations Specification. Econometrie. Retrieved from http://hdl.handle.net/2105/60852

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