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197
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140
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26
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General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
Asai, Manabu
;
Unite, Angelo
- In:
Applied financial economics
20
(
2010
)
13
,
pp. 1041-1050
Persistent link: https://www.econbiz.de/10008434426
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262
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-193
Persistent link: https://www.econbiz.de/10008890760
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