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subject:"Volatilität"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Xuan Vinh Vo"
~subject:"Hedging"
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Volatilität
Hedging
Estimation
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Asai, Manabu
Xuan Vinh Vo
McAleer, Michael
4
Chan, Joshua
2
Jawadi, Fredj
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A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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