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~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~person:"Riphahn, Regina T."
~person:"Schmähl, Winfried"
~person:"Schnabel, Claus"
~subject:"United States"
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Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
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