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person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~subject:"Portfolio selection"
~subject:"Scientific modelling"
~subject:"Spot market"
~subject:"United States"
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Search: subject_exact:"Volatility"
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Portfolio selection
Scientific modelling
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United States
Volatility
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Volatilität
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Time series analysis
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Stochastic process
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Stochastischer Prozess
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Theorie
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McAleer, Michael
Andersen, Torben
Bollerslev, Tim
4
Engle, Robert F.
3
Zhou, Hao
3
Ghysels, Eric
2
Linton, Oliver
2
Augustyniak, Maciej
1
Aït-Sahalia, Yacine
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Chu, Amanda M. Y.
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Journal of econometrics
Econometric Institute research papers
41
Working paper
19
Discussion paper / Tinbergen Institute
14
Working paper / National Bureau of Economic Research, Inc.
6
Econometric reviews
5
The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Energy economics
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CREATES research paper
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International review of economics & finance : IREF
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An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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2
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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