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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARIMA model"
~subject:"Aktienmarkt"
~subject:"Capital income"
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The generalized conditional autoregressive wishart model for multivariate realized volatility
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 513-527
Persistent link: https://www.econbiz.de/10011893712
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Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
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