Articles
Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
Jeroen V. K. Rombouts and Mohammed Bouaddi
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization
Azzouz Dermoune, Boualem Djehiche, and Nadji Rahmania
Modeling Jump and Continuous Components in the Volatility of Oil Futures
Tseng-Chan Tseng, Huimin Chung, and Chin-Sheng Huang