Non‐trading day effects in asymmetric conditional and stochastic volatility models

DOI10.1111/j.1368-423X.2007.00201.xzbMath1137.91424MaRDI QIDQ3594915

Michael McAleer, Manabu Asai

Publication date: 9 August 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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