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isPartOf:"Journal of econometrics"
~isPartOf:"Documentos de Trabajo del ICAE"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
~subject:"Stochastische Volatilität"
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Stochastische Volatilität
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Chang, Chia-Lin
Gouriéroux, Christian
Asai, Manabu
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McAleer, Michael
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Journal of econometrics
Documentos de Trabajo del ICAE
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TI 2017-038/III Tinbergen Institute Discussion Paper
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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
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