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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"Shephard, Neil G."
~type_genre:"Aufsatz in Zeitschrift"
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Stochastic volatility
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Chang, Chia-Lin
Shephard, Neil G.
Todorov, Viktor
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Aït-Sahalia, Yacine
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Bollerslev, Tim
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Kim, Donggyu
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Asai, Manabu
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Zhu, Ke
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Journal of econometrics
International review of economics & finance : IREF
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ECONIS (ZBW)
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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:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
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