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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of time series econometrics"
~person:"Lucas, André"
~person:"Maheswaran, S."
~person:"McAleer, Michael"
~subject:"Schätztheorie"
~subject:"Scientific modelling"
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Volatility
Schätztheorie
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Bollerslev, Tim
Lucas, André
Maheswaran, S.
McAleer, Michael
Asai, Manabu
3
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Dēmos, Antōnēs A.
2
Kurozumi, Eiji
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Maïnassara, Yacouba Boubacar
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Morettin, Pedro A.
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Peiris, Shelton
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Politis, Dimitris N.
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Skrobotov, Anton
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Journal of time series econometrics
Discussion paper / Tinbergen Institute
27
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Journal of econometrics
10
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Center for Economic Research, Tilburg University
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Econometric Institute research papers
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Economics letters
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The review of economics and statistics
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School of Accounting, Finance and Economics & FEMARC working paper series
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The Japanese economic review : the journal of the Japanese Economic Association
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The review of economic studies
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Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Annales d'économie et de statistique
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CREATES Research Paper 2008-49
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Cogent economics & finance
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Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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