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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~person:"Barndorff-Nielsen, Ole E."
~person:"Härdle, Wolfgang"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Asai, Manabu
Barndorff-Nielsen, Ole E.
Härdle, Wolfgang
Mumtaz, Haroon
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Nguyen, Hoang
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Karlsson, Sune
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Manzini, Paola
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Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008695596
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
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