| 000 | 00601nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aAsai, Manabu and McAleer, Michael | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aMultivariate stochastic volatility, leverage and news impact surfaces | ||
| 246 | _f2009 | ||
| 260 | _c2009 | ||
| 300 |
_bV. 12 _cIssue. 2 _a292-309 |
||
| 366 | _b2009 | ||
| 366 | _bJuly | ||
| 650 | _aEconometrics | ||
| 653 | _aDynamic latent variables;Leverage effect;News impact function;News impact surface;Stochastic volatility; | ||
| 942 | _cJA | ||
| 999 |
_c43087 _d43087 |
||