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Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688575
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2
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
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3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010348322
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4
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
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5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
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