//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~person:"Badescu, Alexandru"
~person:"Chiarella, Carl"
~subject:"Capital income"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Option pricing theory
Volatility
10
Volatilität
10
Stochastic process
5
Stochastischer Prozess
5
Stochastic volatility
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Long memory
3
Schätzung
3
Asymmetry
2
Börsenkurs
2
Capital market returns
2
Correlation
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate stochastic volatility
2
Option trading
2
Optionsgeschäft
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastische Volatilität
2
1975-1998
1
ARCH model
1
ARCH-Modell
1
Affine models
1
Asymptotic distribution
1
Autocorrelation
1
Autokorrelation
1
CAPM
1
Conditional duration
1
Conditional volatility
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McAleer, Michael
Badescu, Alexandru
Chiarella, Carl
Todorov, Viktor
12
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
6
Xiu, Dacheng
6
Mykland, Per A.
5
Aït-Sahalia, Yacine
4
Meddahi, Nour
4
Renault, Eric
3
Shephard, Neil G.
3
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Bondarenko, Oleg
2
Calvet, Laurent E.
2
Fisher, Adlai
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Li, Jia
2
Li, Yingying
2
Paolella, Marc S.
2
Park, Joon Y.
2
Park, Yang-Ho
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Swanson, Norman R.
2
Wang, Bin
2
Zhang, Lan
2
Zheng, Xu
2
Ahsan, Nazmul
1
Amengual, Dante
1
Archakov, Ilya
1
Augustyniak, Maciej
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bansal, Ravi
1
Barone-Adesi, Giovanni
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
10
Discussion paper / Tinbergen Institute
9
Working paper
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Advances in Pacific Basin financial markets
1
Annals of economics and statistics
1
Applied Mathematics and Computation, Forthcoming
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Econometric reviews
1
European journal of operational research : EJOR
1
Finance research letters
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Quantitative Finance Research Centre Research Paper
1
The journal of computational finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->