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~isPartOf:"Journal of econometrics"
~person:"Adam, Klaus"
~person:"Asai, Manabu"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
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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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