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asymmetry
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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1
Recent Developments in Financial Economics and Econometrics:An Overview
Chang, Chia-Lin
;
Allen, David E
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2013
America, time-varying mixture GARCH models and asymmetric volatility, and
diagnostic
checking
for non-stationary ARMA models …
Persistent link: https://www.econbiz.de/10010860064
Saved in:
2
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
Allen, Allen, D.E.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
America, time-varying mixture GARCH models and asymmetric volatility, and
diagnostic
checking
for non-stationary ARMA models …
Persistent link: https://www.econbiz.de/10010732636
Saved in:
3
Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin
;
Allen, David
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2013
asymmetric volatility, and
diagnostic
checking
for non-stationary ARMA models with an application to financial data. …
Persistent link: https://www.econbiz.de/10010907402
Saved in:
4
Multivariate Stochastic Volatility
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
-
East Asian Bureau of Economic Research (EABER)
-
2006
discussed and compared. Various methods of
diagnostic
checking
and model comparison are also examined. …
Persistent link: https://www.econbiz.de/10009365381
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