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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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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
Cover Image
A Portfolio Index GARCH model
Asai, Manabu; Mcaleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10008092999
Cover Image
A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-462
Persistent link: https://www.econbiz.de/10008899546