検索
検索条件の追加:
検索条件を追加することで検索結果を絞り込むことができます。
検索結果表示: 1-6 / 6.
- 前
- 1
- 次
検索結果:
書誌情報 | ファイル |
---|---|
Modelling and Forecasting Noisy Realized Volatility Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. (2011-01) KIER Discussion Paper, 758 | |
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models McAleer, Michael; Asai, Manabu; Caporin, Massimiliano (2012-04) KIER Discussion Paper, 812 | |
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing Asai, Manabu; McAleer, Michael (2013-01) KIER Discussion Paper, 840 | |
Alternative Asymmetric Stochastic Volatility Models Asai, Manabu; McAleer, Michael (2010-11) KIER Discussion Paper, 739 | |
A Fractionally Integrated Wishart Stochastic Volatility Model Asai, Manabu; McAleer, Michael (2013-02) KIER Discussion Paper, 848 | |
Dynamic Conditional Correlations for Asymmetric Processes Asai, Manabu; McAleer, Michael (2010-12) KIER Discussion Paper, 747 |