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BibTeX record journals/csda/IshiharaOA16
@article{DBLP:journals/csda/IshiharaOA16, author = {Tsunehiro Ishihara and Yasuhiro Omori and Manabu Asai}, title = {Matrix exponential stochastic volatility with cross leverage}, journal = {Comput. Stat. Data Anal.}, volume = {100}, pages = {331--350}, year = {2016}, url = {https://doi.org/10.1016/j.csda.2014.10.012}, doi = {10.1016/J.CSDA.2014.10.012}, timestamp = {Tue, 18 Feb 2020 13:53:56 +0100}, biburl = {https://dblp.org/rec/journals/csda/IshiharaOA16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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