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isPartOf:"Journal of econometrics"
~person:"Aguilar, Mike"
~person:"Asai, Manabu"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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1975-1998
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Aguilar, Mike
Asai, Manabu
McAleer, Michael
Bollerslev, Tim
4
Francq, Christian
4
Zakoïan, Jean-Michel
4
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3
Kim, Donggyu
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Journal of econometrics
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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:
2
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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