| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Number of pages | 36 |
| Edition | Econometric Institute Report Series EI2017-09 |
| Publication status | Published - 2017 |
Realized Stochastic Volatility with General Asymmetry and Long Memory
M Asai, C-L Chang, Michael McAleer
Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic