(2024). Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering. Econometrics.
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Chicago Style (17th ed.) Citation
"Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering."
Econometrics 2024.
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MLA (9th ed.) Citation
"Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering."
Econometrics, 2024.
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Warning: These citations may not always be 100% accurate.