Testing for a Single-Factor Stochastic Volatility in Bivariate Series

Author: Chiba Masaru   Kobayashi Masahito  

Publisher: MDPI

E-ISSN: 1911-8074|6|1|31-61

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.6, Iss.1, 2013-12, pp. : 31-61

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Abstract