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Computationally Efficient Estimation of Factor Multivariate Stochastic
  Volatility Models

Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models

10 February 2010
Wei-jun Xu
Li Yang
Robert Kohn
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Papers citing "Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models"

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