Multivariate stochastic volatility, leverage and news impact surfaces
Article first published online: 21 JUL 2009
© 2009 The Author(s). Journal compilation © Royal Economic Society 2009
The Econometrics Journal
Volume 12, Issue 2, pages 292–309, July 2009
How to Cite
Asai, M. and McAleer, M. (2009), Multivariate stochastic volatility, leverage and news impact surfaces. The Econometrics Journal, 12: 292–309. doi: 10.1111/j.1368-423X.2009.00284.x
- Issue published online: 21 JUL 2009
- Article first published online: 21 JUL 2009
- First version received: August 2007; final version accepted: January 2009
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!