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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Aguilar, Mike"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Kapitaleinkommen
Volatility
12
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5
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5
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1975-1998
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Aguilar, Mike
McAleer, Michael
Bollerslev, Tim
9
Todorov, Viktor
8
Andersen, Torben
5
Meddahi, Nour
5
Mykland, Per A.
5
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4
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3
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Journal of econometrics
Journal of economic surveys
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22
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4
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TI 2017-038/III Tinbergen Institute Discussion Paper
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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
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:
3
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:
4
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
Saved in:
5
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
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