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person:"Rombouts, Jeroen V. K."
~person:"Chang, Chia-Lin"
~subject:"1950-2006"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type:"article"
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1950-2006
Stochastic process
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Rombouts, Jeroen V. K.
Chang, Chia-Lin
McAleer, Michael
11
Asai, Manabu
4
Hafner, Christian M.
4
Allen, David E.
3
Baum, Christopher F.
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Paolella, Marc S.
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Alfeus, Mesias
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Bali, Turan G.
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1
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
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