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person:"Hinterhuber, Hans H."
type_genre:"Aufsatzsammlung"
~isPartOf:"Discussion paper series"
~isPartOf:"Working paper"
~person:"Adachi, Takanori"
~person:"Arrow, Kenneth Joseph"
~person:"McAleer, Michael"
~person:"Nijkamp, Peter"
~person:"Schulenburg, Johann-Matthias von der"
~subject:"Stochastic process"
~type_genre:"Bibliografie enthalten"
~type_genre:"Working Paper"
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Asymmetry and leverage in conditional volatility models
McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010410186
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Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008695596
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Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
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4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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