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~accessRights:"restricted"
~person:"Grossman, Richard S."
~person:"McAleer, Michael"
~subject:"Stochastic volatility"
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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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Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
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pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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