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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~isPartOf:"The econometrics journal"
~person:"McAleer, Michael"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Volatility
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McAleer, Michael
Asai, Manabu
2
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The Japanese economic review : the journal of the Japanese Economic Association
The econometrics journal
Econometric Institute research papers
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Econometric reviews
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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2
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
3
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
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