Multivariate Stochastic Volatility Models: An Empirical Application for the Foreign Exchange Rates


in: Selected Topics in Applied Econometrics, Çağlayan Akay, E. and Korkmaz, Ö. , Editor, Peter Lang, Berlin, pp.175-185, 2019

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2019
  • Publisher: Peter Lang
  • City: Berlin
  • Page Numbers: pp.175-185
  • Editors: Çağlayan Akay, E. and Korkmaz, Ö. , Editor
  • Çanakkale Onsekiz Mart University Affiliated: Yes