Asai, M.

model volatility estimate error table effect return parameter leverage journal correlation result measurement value process measurement errors distribution mcaleer volatility models multivariate equation matrix variance method forecast approach paper rv error shock section estimation sample statistic econometrics shephard specification measurement error university alternative order covariance series ln rvt likelihood analysis noise estimator egarch leverage effects r 2 values rv errors asymmetry sv model factor monte number ln ivt wishart function carlo review vector garch memory dc msv model asset arfima msvl model threshold microstructure noise engle stock egarch model nikkei sv-ls model qml estimator msv models msv model structure forecasting