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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~person:"Asai, Manabu"
~person:"Olayeni, Olaolu Richard"
~type_genre:"Aufsatz in Zeitschrift"
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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2
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
3
Causality in continuous wavelet transform without spectral matrix factorization : theory and application
Olayeni, Olaolu Richard
- In:
Computational economics
47
(
2016
)
3
,
pp. 321-340
Persistent link: https://www.econbiz.de/10011712373
Saved in:
4
Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Tiwari, Aviral Kumar
;
Bhanja, Niyati
;
Dar, Arif Billah
; …
- In:
Computational economics
45
(
2015
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10010511337
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