Asymmetric multivariate stochastic volatility

Manabu Asai; Michael McAleer

Year of publication:	2006
Authors:	Asai, Manabu ; McAleer, Michael
Published in:	Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 453-473
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Multivariate Analyse \| Multivariate analysis \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Aktienindex \| Stock index \| Schätzung \| Estimation \| Japan \| Hongkong \| Hong Kong \| USA \| United States

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