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Results: 1-6 |
Results: 6

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

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

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

Authors: Asai, Manabu McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, Asymmetric multivariate stochastic volatility, Econometric reviews , 25(2-3), 2006, pp. 453-473

Authors: Asai, Manabu McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, Alternative asymmetric stochastic volatility models, Econometric reviews , 30(5), 2011, pp. 548-564

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 |