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~isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~subject:"Capital market returns"
~subject:"China"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Lehrbuch"
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Capital market returns
China
Oil price
Risiko
Risk
Kapitalmarktrendite
2
Stochastic volatility
2
Volatility
2
Volatilität
2
Asymmetry
1
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Chang, Chia-Lin
McAleer, Michael
2
Andreou, Elena
1
Asai, Manabu
1
Bandi, F. M.
1
Fulop, Andras
1
Hong, Harrison G.
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Huang, Dashan
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Li, Frank Weikai
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Li, Junye
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Li, Kunpeng
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Linton, Oliver
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1
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Journal of econometrics
Journal of risk and financial management : JRFM
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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