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Number of items: 2.

Asai, Manabu and McAleer, Michael and Medeiros, Marcelo C. (2011) Asymmetry and Long Memory in Volatility Modelling. [Working Paper or Technical Report] (Unpublished)

Asai, Manabu and McAleer, Michael and Medeiros, Marcelo C. (2011) Modelling and Forecasting Noisy Realized Volatility. [Working Paper or Technical Report] (Submitted)

This list was generated on Mon Apr 21 02:37:27 2014 CEST.