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~isPartOf:"Working paper"
~person:"Asai, Manabu"
~person:"Neely, Christopher J."
~subject:"Theorie"
~subject:"Welt"
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
2
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
Saved in:
3
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
4
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui
(
contributor
);
Neely, Christopher J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003739615
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