//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Asai, Manabu"
~person:"Chang, Chia-Lin"
~person:"Gallant, A. Ronald"
~person:"Gouriéroux, Christian"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
16
Volatilität
16
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
Estimation theory
4
Schätztheorie
4
Stochastic volatility
4
Börsenkurs
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate Analyse
3
Multivariate analysis
3
Option pricing theory
3
Optionspreistheorie
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Asymmetry
2
Capital income
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Martingal
2
Martingale
2
Method of moments
2
Momentenmethode
2
Multivariate stochastic volatility
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Asai, Manabu
Chang, Chia-Lin
Gallant, A. Ronald
Gouriéroux, Christian
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Xiu, Dacheng
8
Li, Jia
7
Meddahi, Nour
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Mykland, Per A.
6
Hallin, Marc
5
Li, Yingying
5
Shephard, Neil G.
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Christensen, Kim
3
Clark, Todd E.
3
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
Econometric reviews
8
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
4
The North American Journal of Economics and Finance
4
Applied financial economics
3
International review of economics & finance : IREF
3
Econometrics : open access journal
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The econometrics journal
2
Annals of financial economics
1
Applied economics
1
Asia-Pacific financial markets
1
Computational economics
1
Economics letters
1
Finance research letters
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of empirical finance
1
Journal of forecasting
1
Nonparametric dynamic modelling
1
Quantifying consumer preferences
1
Risks
1
Risks : open access journal
1
The Korean economic review
1
The journal of futures markets
1
The review of economic studies
1
The review of economics and statistics
1
Tourism economics : the business and finance of tourism and recreation
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
5
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
6
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
7
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
8
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
9
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
10
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->