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~isPartOf:"Econometrics : open access journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working Papers / Duke University, Department of Economics"
~person:"McAleer, Michael"
~person:"Rossi, Barbara"
~subject:"Stochastische Volatilität"
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Stochastische Volatilität
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Econometrics : open access journal
Journal of econometrics
Working Papers / Duke University, Department of Economics
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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