BibTeX record journals/csda/IshiharaOA16

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@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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