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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu; McAleer, Michael - 2018
function to develop news impact curves. We consider Bayesian MCMC estimation to allow non-normal posterior distributions. For …
Persistent link: https://www.econbiz.de/10011794277
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011823293
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Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619366
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011
Persistent link: https://www.econbiz.de/10009011936
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Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Asai, Manabu - 2018
function to develop news impact curves. We consider Bayesian MCMC estimation to allow non-normal posterior distributions. For …
Persistent link: https://www.econbiz.de/10012930040
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu; McAleer, Michael - In: Computational economics 59 (2022) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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Asymmetric risk impacts of Chinese tourists to Taiwan
Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011863529
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Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008664062
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Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008695602