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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~person:"Corsi, Fulvio"
~subject:"Aktienindex"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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Search: subject_exact:"Volatility"
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Aktienindex
Multivariate Analyse
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Volatility
15
Volatilität
15
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7
Stochastischer Prozess
7
Theorie
7
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7
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4
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4
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McAleer, Michael
Corsi, Fulvio
Maasoumi, Esfandiar
4
Asai, Manabu
3
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Bordignon, Silvano
2
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2
Chang, Bisharat Hussain
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Salman, Asma
2
Yu, Jun
2
Abdul Razzaq, Muthanna G.
1
Amado, Cristina
1
Anatolyev, Stanislav
1
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1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dufays, Arnaud
1
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1
Frame, Samuel J.
1
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1
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1
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Annals of financial economics
Econometric reviews
Econometric Institute research papers
18
Discussion paper / Tinbergen Institute
17
Journal of econometrics
7
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7
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2
International review of economics & finance : IREF
2
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1
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1
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1
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1
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1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
4
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
5
The volatility of realized volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
Saved in:
6
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
8
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
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