//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Xiu, Dacheng"
~subject:"ARCH-Modell"
~subject:"Long memory"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Long memory
Volatility
23
Volatilität
23
Estimation
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
ARCH model
7
Theorie
7
Theory
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Option pricing theory
6
Optionspreistheorie
6
Share price
6
Time series analysis
6
Zeitreihenanalyse
6
Derivat
5
Derivative
5
Correlation
4
Korrelation
4
Option trading
4
Optionsgeschäft
4
Risk management
4
Stochastic volatility
4
Asymmetry
3
Factor analysis
3
Faktorenanalyse
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Options
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risikomanagement
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
McAleer, Michael
Xiu, Dacheng
Chang, Chia-Lin
5
Kang, Sang Hoon
5
Mensi, Walid
5
Asai, Manabu
4
Bollerslev, Tim
4
Francq, Christian
4
Paolella, Marc S.
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Gupta, Rangan
3
Hallin, Marc
3
Kim, Donggyu
3
Qiao, Gaoxiu
3
Zhu, Ke
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Barigozzi, Matteo
2
Ergemen, Yunus Emre
2
Gonçalves, Sílvia
2
Haas, Markus
2
Hammoudeh, Shawkat
2
Jiang, Yong
2
Kok Haur Ng
2
Krause, Jochen
2
Li, Guodong
2
Li, Wai Keung
2
Li, Weiping
2
Lin, Ling
2
Linton, Oliver
2
Meddahi, Nour
2
Nonejad, Nima
2
Otranto, Edoardo
2
Patton, Andrew J.
2
Polak, Pawel
2
Powell, Robert
2
Steude, Sven Christian
2
Su, Xianfang
2
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
23
Working paper
16
Econometric reviews
3
Econometrics : open access journal
3
Energy economics
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Chicago Booth Research Paper
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of economic surveys
1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
3
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:
4
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
5
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:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
9
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->