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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"KIER Working Papers"
~person:"Ausín, M. Concepción"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
20
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15
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8
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8
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8
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8
volatility
5
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McAleer, Michael
Ausín, M. Concepción
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
2
Amado, Cristina
1
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1
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
KIER Working Papers
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
10
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6
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4
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2
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The North American journal of economics and finance : a journal of financial economics studies
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1
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
2
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
3
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
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