| 000 | 00599nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aAsai, Manabu and Mcaleer, Michael | ||
| 240 | _aEconometric Journal | ||
| 245 | _aNon trading day effects in asymmetric conditional and stochastic volatility models | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 1 _a113 - 123 |
||
| 366 | _b2007 | ||
| 650 | _aEconometrics | ||
| 653 | _aSymmetric and asymmetric conditional volatility;Exponential conditional volatility;Stochastic volatility;Non trading day;Non nested; | ||
| 942 | _cJA | ||
| 999 |
_c43535 _d43535 |
||