Cite
HARVARD Citation
Yamauchi, Y. et al. (2020). Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations. Journal of business & economic statistics. 38 (4), pp. 839-855. [Online].
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Yamauchi, Y. et al. (2020). Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations. Journal of business & economic statistics. 38 (4), pp. 839-855. [Online].