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Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
likelihood function of RMESV-ALM, and the
finite
sample
properties
of the quasi-maximum likelihood estimator of the parameters …
Persistent link: https://www.econbiz.de/10011536626
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