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~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Asai, Manabu
McAleer, Michael
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Meyer, Renate
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Qu, Zhongjun
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Reimherr, Matthew
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The econometrics journal
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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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2
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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