Professor Julian Williams julian.williams@durham.ac.uk
Head of Department
Multivariate Asset Price Dynamics with Stochastic Covariation.
Williams, J.; Ioannidis, C.
Authors
C. Ioannidis
Citation
Williams, J., & Ioannidis, C. (2011). Multivariate Asset Price Dynamics with Stochastic Covariation. Quantitative Finance, 11(1), 125-134. https://doi.org/10.1080/14697680903419693
| Journal Article Type | Article |
|---|---|
| Publication Date | 2011 |
| Deposit Date | Jan 3, 2014 |
| Journal | Quantitative Finance |
| Print ISSN | 1469-7688 |
| Electronic ISSN | 1469-7696 |
| Publisher | Taylor and Francis Group |
| Peer Reviewed | Peer Reviewed |
| Volume | 11 |
| Issue | 1 |
| Pages | 125-134 |
| DOI | https://doi.org/10.1080/14697680903419693 |
| Public URL | https://durham-repository.worktribe.com/output/1442861 |
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