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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Handbooks in economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Asai, Manabu"
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Asai, Manabu
Griliches, Zvi
12
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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