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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"KIER Working Papers"
~person:"Ausín, M. Concepción"
~subject:"Correlation"
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McAleer, Michael
Ausín, M. Concepción
Asai, Manabu
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Teräsvirta, Timo
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
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The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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2
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
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