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Bayesian Analysis of Realized Matrix-Exponential GARCH Models

Crossref DOI link: https://doi.org/10.1007/s10614-020-10074-6

Published Online: 2020-11-23

Published Print: 2022-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Asai, Manabu https://orcid.org/0000-0002-6682-4622
McAleer, Michael https://orcid.org/0000-0003-2707-3835
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (JSPS 19K01594)
License Information

Text and Data Mining valid from 2020-11-23

Version of Record valid from 2020-11-23
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Article History

Accepted: 10 November 2020

First Online: 23 November 2020