Realized Stochastic Volatility with General Asymmetry and Long Memory

M Asai, C-L Chang, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages36
EditionEconometric Institute Report Series EI2017-09
Publication statusPublished - 2017

Research programs

  • ESE - E&MS

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