//--> //--> //-->
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"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
~person:"Yu, Jun"
~subject:"Capital income"
~subject:"Stochastic volatility"
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
Capital income
Stochastic volatility
Volatility
12
Volatilität
12
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Long memory
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Asymmetry
2
Capital market returns
2
Derivat
2
Derivative
2
Estimation theory
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Stochastische Volatilität
2
ARCH model
1
ARCH-Modell
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Anti-persistent errors
1
Asymptotic distribution
1
Bubbles
1
Börsenkurs
1
Capital structure
1
Correlation
1
Credit risk
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chang, Chia-Lin
Gouriéroux, Christian
Yu, Jun
Todorov, Viktor
11
Bollerslev, Tim
8
Andersen, Torben
7
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
McAleer, Michael
5
Mykland, Per A.
5
Meddahi, Nour
4
Asai, Manabu
3
Li, Jia
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Bekaert, Geert
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Carriero, Andrea
2
Chan, Joshua
2
Clark, Todd E.
2
Fisher, Adlai
2
Li, Yingying
2
Maheu, John M.
2
Marcellino, Massimiliano
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Thyrsgaard, Martin
2
Tong, Howell
2
Varneskov, Rasmus Tangsgaard
2
Zhang, Lan
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bauer, Gregory H.
1
Bibinger, Markus
1
Bognanni, Mark
1
Bouezmarni, Taoufik
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
6
Working paper
6
Energy economics
3
Discussion paper / Tinbergen Institute
2
Cowles Foundation discussion paper
1
Finance research letters
1
International review of economics & finance : IREF
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
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:
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->