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isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
~person:"Renò, Roberto"
~subject:"Time series analysis"
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Chang, Chia-Lin
Gouriéroux, Christian
Renò, Roberto
Todorov, Viktor
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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
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2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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