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%0 Journal Article
%1 So2006
%A So, Mike K. P.
%A Kwok, Susanna W. Y.
%D 2006
%J Physica A: Statistical Mechanics and its Applications
%K Cross-correlation
%N 2
%P 450--464
%T A multivariate long memory stochastic volatility model
%U http://www.sciencedirect.com/science/article/B6TVG-4HC6J3X-3/1/7031ebd7b9b88f553a2bd5b43d68fa8b
%V 362
@article{So2006,
added-at = {2008-04-22T10:36:30.000+0200},
author = {So, Mike K. P. and Kwok, Susanna W. Y.},
biburl = {https://www.bibsonomy.org/bibtex/264c3e5ed6a9a1d2ed7ed404b46f6a5bc/smicha},
day = 01,
description = {Physica A},
interhash = {b5d9d45ea8c467f9b25045da2f1faf7f},
intrahash = {64c3e5ed6a9a1d2ed7ed404b46f6a5bc},
journal = {Physica A: Statistical Mechanics and its Applications},
keywords = {Cross-correlation},
month = Apr,
number = 2,
pages = {450--464},
timestamp = {2008-04-22T11:03:26.000+0200},
title = {A multivariate long memory stochastic volatility model},
url = {http://www.sciencedirect.com/science/article/B6TVG-4HC6J3X-3/1/7031ebd7b9b88f553a2bd5b43d68fa8b},
volume = 362,
year = 2006
}
