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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Theorie"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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1975-1998
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McAleer, Michael
Todorov, Viktor
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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