Login
|
New Account
AAAAAA
ITA
ENG
Results:
1-6
|
Results: 6
A fractionally integrated Wishart stochastic volatility model
Authors:
Asai, Manabu McAleer, Michael
Citation:
Asai, Manabu et Mcaleer, Michael, A fractionally integrated Wishart stochastic volatility model, Econometric reviews , 36(1-3), 2017, pp. 42-59
Multivariate stochastic volatility: a review
Authors:
Asai, Manabu McAleer, Michael Yu, Jun
Citation:
Asai, Manabu et al., Multivariate stochastic volatility: a review, Econometric reviews , 25(2-3), 2006, pp. 145-175
Dynamic Asymmetric Leverage in Stochastic Volatility Models
Authors:
Asai, Manabu McAleer, Michael
Citation:
Asai, Manabu et Mcaleer, Michael, Dynamic Asymmetric Leverage in Stochastic Volatility Models, Econometric reviews , 24(3), 2005, pp. 317-332
Asymmetric multivariate stochastic volatility
Authors:
Asai, Manabu McAleer, Michael
Citation:
Asai, Manabu et Mcaleer, Michael, Asymmetric multivariate stochastic volatility, Econometric reviews , 25(2-3), 2006, pp. 453-473
Alternative asymmetric stochastic volatility models
Authors:
Asai, Manabu McAleer, Michael
Citation:
Asai, Manabu et Mcaleer, Michael, Alternative asymmetric stochastic volatility models, Econometric reviews , 30(5), 2011, pp. 548-564
The impact of jumps and leverage in forecasting covolatility
Authors:
Asai, Manabu McAleer, Michael
Citation:
Asai, Manabu et Mcaleer, Michael, The impact of jumps and leverage in forecasting covolatility, Econometric reviews , 36(6-9), 2017, pp. 638-650
Risultati:
1-6
|