Authors: McAleer, Michael Hoti, Suhejla Chan, Felix

Citation: Mcaleer, Michael et al., Structure and asymptotic theory for multivariate asymmetric conditional volatility, Econometric reviews , 28(5), 2009, pp. 422-440

Authors: Chan, Felix McAleer, Michael

Citation: Chan, Felix et Mcaleer, Michael, Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence, Journal of applied econometrics , 17(5), 2002, pp. 509-534