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person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~person:"Chiarella, Carl"
~subject:"Capital income"
~subject:"Option pricing theory"
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Capital income
Option pricing theory
Volatility
9
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McAleer, Michael
Chiarella, Carl
Todorov, Viktor
12
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9
Tauchen, George Eugene
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6
Xiu, Dacheng
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Journal of econometrics
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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
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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