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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Asai, Manabu
Todorov, Viktor
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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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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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