Guanyu Hu, Ming-Hui Chen, Nalini Ravishanker. Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. Comput. Stat., 38(2):845-869, June 2023. [doi]
@article{HuCR23,
title = {Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models},
author = {Guanyu Hu and Ming-Hui Chen and Nalini Ravishanker},
year = {2023},
month = {June},
doi = {10.1007/s00180-022-01266-9},
url = {https://doi.org/10.1007/s00180-022-01266-9},
researchr = {https://researchr.org/publication/HuCR23},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {38},
number = {2},
pages = {845-869},
}