"Estimation of a multivariate stochastic volatility density by kernel ..."

Bert Van Es, Peter Spreij (2011)

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DOI: 10.1016/J.JMVA.2010.12.003

access: open

type: Journal Article

metadata version: 2021-02-17

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Bert Van Es, Peter Spreij:
Estimation of a multivariate stochastic volatility density by kernel deconvolution. J. Multivar. Anal. 102(3): 683-697 (2011)

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