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~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
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Statistische Methode
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McAleer, Michael
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ECONIS (ZBW)
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EconStor
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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
Persistent link: https://www.econbiz.de/10013441658
Saved in:
222
Practical issues in cointegration analysis
Oxley, Les
(
contributor
);
McAleer, Michael
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10000684187
Saved in:
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