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person:"McAleer, Michael"
~accessRights:"free"
~isPartOf:"Working paper"
~person:"Leschinski, Christian"
~person:"Yu, Jun"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Volatility
28
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McAleer, Michael
Leschinski, Christian
Yu, Jun
Manera, Matteo
5
Blazsek, Szabolcs
3
Bloom, Nicholas
3
Escribano, Álvaro
3
Mumtaz, Haroon
3
Allen, David E.
2
Baker, Scott
2
Behmiri, Niaz Bashiri
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2
Licht, Adrian
2
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2
Shi, Shuping
2
Valenti, Daniele
2
Wang, Pengfei
2
Wen, Yi
2
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2
Ahir, Hites
1
Ahmadi, Maryam
1
Alessandri, Piergiorgio
1
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1
Asai, Manabu
1
Asai, Manuabu
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1
Bodnar, Taras
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6
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
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5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
8
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
9
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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