Dela Cruz, M. E. (2023). Estimation of the idiosyncratic and systemic volatilities of asset returns using factor stochastic volatility model. University of the Philippines.
Dyfyniad Arddull ChicagoDela Cruz, Melissa E. Estimation of the Idiosyncratic and Systemic Volatilities of Asset Returns Using Factor Stochastic Volatility Model. Quezon City: University of the Philippines, 2023.
Dyfyniad MLADela Cruz, Melissa E. Estimation of the Idiosyncratic and Systemic Volatilities of Asset Returns Using Factor Stochastic Volatility Model. University of the Philippines, 2023.
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