Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Copyright © 2012 Yong Li, Fang-Ping Peng, Hao-Feng Xu et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Y. Li, F. Peng and H. Xu, "Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models,"
Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 83-89. doi:
10.4236/jmf.2012.21010.