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~isPartOf:"The econometrics journal"
~person:"McAleer, Michael"
~person:"Sargent, Thomas J."
~person:"Zhang, Xinyu"
~subject:"Bibliometrie"
~subject:"Decision under uncertainty"
~subject:"Estimation theory"
~subject:"Theorie"
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McAleer, Michael
Sargent, Thomas J.
Zhang, Xinyu
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The econometrics journal
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12
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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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Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
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