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~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~subject:"Volatilität"
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Volatilität
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Asai, Manabu
Koopman, Siem Jan
McGee, Robert W.
Clements, Adam
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Computational economics
International journal of forecasting
Discussion paper / Tinbergen Institute
49
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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