![]() | Up a level |
Li, Weiming, Gao, Jing, Li, Kunpeng and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2016)
Modelling multivariate volatilities via latent common factors.
Journal of Business and Economic Statistics, 34 (4).
pp. 564-573.
ISSN 0735-0015