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~isPartOf:"Working paper"
~person:"Asai, Manabu"
~person:"Ghysels, Eric"
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Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688575
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2
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008695596
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3
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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