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Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu; McAleer, Michael - In: Econometric reviews 24 (2005) 3, pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
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Alternative asymmetric stochastic volatility models
Asai, Manabu; McAleer, Michael - In: Econometric reviews 30 (2011) 5, pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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A fractionally integrated Wishart stochastic volatility model
Asai, Manabu; McAleer, Michael - In: Econometric reviews 36 (2017) 1/3, pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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The impact of jumps and leverage in forecasting covolatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 36 (2017) 6/9, pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu; Mcaleer, Michael - In: Econometric reviews 24 (2005) 3, pp. 317
Persistent link: https://www.econbiz.de/10006874792
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Asymmetric Multivariate Stochastic Volatility
Asai, Manabu; Mcaleer, Michael - In: Econometric reviews 25 (2006) 2-3, pp. 453
Persistent link: https://www.econbiz.de/10007283036
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Multivariate Stochastic Volatility: A Review
Asai, Manabu; Mcaleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2-3, pp. 145-176
Persistent link: https://www.econbiz.de/10007283047