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isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~person:"Shephard, Neil G."
~subject:"Correlation"
~type_genre:"Aufsatz in Zeitschrift"
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Chang, Chia-Lin
Shephard, Neil G.
Asai, Manabu
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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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
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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