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~isPartOf:"Computational economics"
~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Spillover-Effekt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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