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~isPartOf:"The econometrics journal"
~person:"Frankel, Jeffrey A."
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
~subject:"Welt"
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Frankel, Jeffrey A.
Koopman, Siem Jan
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Inflation in an era of relative price shocks : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 17 - 18 August 2009
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Non-trading day effects in asymmetric conditional and stochastic
volatility
models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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Multivariate stochastic
volatility
, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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