Non-trading day effects in asymmetric conditional and stochastic volatility models
Manabu Asai and Michael McAleer
| Year of publication: |
2007
|
|---|---|
| Authors: | Asai, Manabu ; McAleer, Michael |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 1, p. 113-123
|
| Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States | Japan | 1982-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003451750