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~isPartOf:"The econometrics journal"
~language:"eng"
~language:"lit"
~person:"Apergēs, Nikolaos"
~person:"Faff, Robert W."
~person:"Kumbhakar, Subal"
~person:"McAleer, Michael"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Volatility
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Apergēs, Nikolaos
Faff, Robert W.
Kumbhakar, Subal
McAleer, Michael
Asai, Manabu
2
Meyer, Renate
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Abadir, Karim Maher
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Barigozzi, Matteo
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The econometrics journal
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5
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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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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