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person:"McAleer, Michael"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporin, Massimiliano"
~person:"Christoffersen, Peter F."
~subject:"Prognoseverfahren"
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McAleer, Michael
Caporin, Massimiliano
Christoffersen, Peter F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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