Asai, M., Chang, C., & McAleer, M. (2016). Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers.
Citación estilo ChicagoAsai, Manabu, Chia-Lin Chang, y Michael McAleer. Realized Matrix-Exponential Stochastic Volatility With Asymmetry, Long Memory and Spillovers. 2016.
Cita MLAAsai, Manabu, Chia-Lin Chang, y Michael McAleer. Realized Matrix-Exponential Stochastic Volatility With Asymmetry, Long Memory and Spillovers. 2016.
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