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person:"McAleer, Michael"
~accessRights:"free"
~isPartOf:"Working paper"
~person:"Leschinski, Christian"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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McAleer, Michael
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Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
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2
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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3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
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