%0 Journal Article %1 Dan�elsson1998 %A Daníelsson, Jón %D 1998 %J Journal of Empirical Finance %K Multivariate stochastic volatility %N 2 %P 155--173 %T Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models %U http://www.sciencedirect.com/science/article/B6VFG-3V72T2X-4/1/f7459ebb9e3714fd76c82c9d0f549be9 %V 5

@article{Dan�elsson1998, added-at = {2008-04-23T22:05:04.000+0200}, author = {Dan{\'i}elsson, J{\'o}n}, biburl = {https://www.bibsonomy.org/bibtex/2cbc28f5bc2a66a6bc5ffc38090f3460d/smicha}, interhash = {f0d91a99185be55c49252c2947018500}, intrahash = {cbc28f5bc2a66a6bc5ffc38090f3460d}, journal = {Journal of Empirical Finance}, keywords = {Multivariate stochastic volatility}, month = Jun, number = 2, pages = {155--173}, timestamp = {2008-04-23T22:11:35.000+0200}, title = {Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models}, url = {http://www.sciencedirect.com/science/article/B6VFG-3V72T2X-4/1/f7459ebb9e3714fd76c82c9d0f549be9}, volume = 5, year = 1998 }