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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~person:"Anatolyev, Stanislav"
~person:"Anderson, Hamish D."
~subject:"Capital income"
~subject:"Schätztheorie"
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Search: subject_exact:"Volatility"
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Capital income
Schätztheorie
Volatility
17
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McAleer, Michael
Anatolyev, Stanislav
Anderson, Hamish D.
Maasoumi, Esfandiar
4
Teräsvirta, Timo
3
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
Discussion paper / Tinbergen Institute
10
Econometric Institute research papers
10
Working paper
9
Energy economics
3
International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 2017-105/III
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ECONIS (ZBW)
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1
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
2
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
3
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
4
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
5
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
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