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~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~subject:"Maximum-Likelihood-Schätzung"
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Maximum-Likelihood-Schätzung
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Asai, Manabu
Koopman, Siem Jan
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Journal of econometrics
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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
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