TY  - BOOK
AU  - Asai, Manabu and Mcaleer, Michael
TI  - Non-trading day effects in asymmetric conditional and stochastic volatility models
PY  - 2007///
KW  - Econometrics
KW  - Symmetric and asymmetric conditional volatility;Exponential conditional volatility;Stochastic volatility;Non trading day;Non nested;Monte carlo likelihood
ER  -