TY - JOUR T1 - Multi-variate stochastic volatility modelling using Wishart autoregressive processes JO - Journal of Time Series Analysis PY - 2012/01/01 AU - Triantafyllopoulos K ED - DO - DOI: 10.1111/j.1467-9892.2011.00738.x VL - 33 IS - 1 SP - 48 EP - 60 Y2 - 2025/06/21 ER -