| Original language | English |
|---|---|
| Pages (from-to) | 436-446 |
| Number of pages | 11 |
| Journal | Journal of Econometrics |
| Volume | 187 |
| DOIs | |
| Publication status | Published - 2016 |
Research programs
- ESE - E&MS
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
- M Asai
- , Michael McAleer
Research output: Contribution to journal › Article › Academic › peer-review
8
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(Scopus)