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| 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 | |