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~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Asai, Manabu"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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CESifo working papers
Energy economics
Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
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Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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