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
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
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
Citation: Asai, Manabu et Mcaleer, Michael, The impact of jumps and leverage in forecasting covolatility, Econometric reviews , 36(6-9), 2017, pp. 638-650