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: Hoti, Suhejla Maasoumi, Esfandiar McAleer, Michael Slottje, Daniel

Citation: Hoti, Suhejla et al., Measuring the volatility in U.S. treasury benchmarks and debt instruments, Econometric reviews , 28(6), 2009, pp. 522-554