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person:"McAleer, Michael"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Econometric reviews"
~person:"Anatolyev, Stanislav"
~person:"Cavaliere, Giuseppe"
~subject:"USA"
~subject:"United States"
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McAleer, Michael
Anatolyev, Stanislav
Cavaliere, Giuseppe
Asai, Manabu
2
Bordignon, Silvano
2
Bandi, Federico M.
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
2
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
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