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~isPartOf:"Computational economics"
~person:"Asai, Manabu"
~person:"Casas, Isabel"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~subject:"Volatilität"
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Asai, Manabu
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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
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Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
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