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"Portfolio single index (PSI) multivariate conditional and stochastic ..."

Manabu Asai, Michael McAleer, Bernardo da Veiga (2008)

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DOI: 10.1016/J.MATCOM.2008.01.014

access: closed

type: Journal Article

metadata version: 2020-03-04

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Manabu Asai, Michael McAleer, Bernardo da Veiga:
Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. 78(2-3): 209-214 (2008)

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