Asai, Manabu and McAleer, Michael <br/><br/>
Multivariate stochastic volatility, leverage and news impact surfaces 
 2009 

 -  2009 
 - 292-309  V.  12  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Dynamic latent variables;Leverage effect;News impact function;News impact surface;Stochastic volatility;