//--> //--> //-->
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"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Long memory
Volatility
15
Volatilität
15
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Risk management
4
Share price
4
Stochastic volatility
4
Asymmetry
3
Capital income
3
Correlation
3
Derivat
3
Derivative
3
Kapitaleinkommen
3
Korrelation
3
Options
3
Risikomanagement
3
Spillover effect
3
Spillover-Effekt
3
Capital market returns
2
Exchange rate
2
Financial crisis
2
Financial derivatives
2
Financial econometrics
2
Finanzkrise
2
Forecasting model
2
Futures
2
Hedging
2
Kapitalmarktrendite
2
Leverage effects
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McAleer, Michael
Asai, Manabu
3
Chang, Chia-Lin
2
Ergemen, Yunus Emre
2
Carcel, Hector
1
Chaim, Pedro
1
Chen, Fei
1
Demiralay, Sercan
1
Diebold, Francis X.
1
Gil-Alaña, Luis A.
1
Laurini, Márcio Poletti
1
Rodriguez, Gabriel
1
Schorfheide, Frank
1
Su, Jung-bin
1
Ulusoy, Veysel
1
Velasco, Carlos
1
Wang, Xiaohu
1
Xiao, Weilin
1
Yu, Jun
1
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
2
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->