Author:
Asai Manabu,Caporin Massimiliano,McAleer Michael
Subject
Economics and Econometrics,Finance
Reference52 articles.
1. Bayesian dynamic factor models and portfolio allocation;Aguilar;Journal of Business and Economic Statistics,2000
2. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002
3. Stochastic autoregressive volatility: A framework for volatility modeling;Andersen;Mathematical Finance,1994
4. Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models;Asai;Journal of Empirical Finance,2008
5. Bayesian analysis of stochastic volatility models with mixture-of-normal distributions;Asai;Mathematics and Computers in Simulation,2009
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献