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isPartOf:"Discussion paper"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of time series econometrics"
~person:"Asai, Manabu"
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Zeitreihenanalyse
Estimation theory
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Asai, Manabu
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Discussion paper
Journal of applied econometrics
Journal of time series econometrics
Econometric Institute research papers
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Tinbergen Institute Discussion Paper 2017-105/III
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Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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