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~isPartOf:"The econometrics journal"
~isPartOf:"Working Papers in Economics"
~language:"eng"
~person:"Clements, Adam"
~person:"McAleer, Michael"
~subject:"USA"
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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
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