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~isPartOf:"The econometrics journal"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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2
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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