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person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Scientific modelling"
~subject:"United States"
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Search: subject_exact:"Volatility"
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Capital income
Scientific modelling
United States
Volatility
9
Volatilität
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Stochastischer Prozess
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Stochastic volatility
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Theorie
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1975-1998
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McAleer, Michael
Bollerslev, Tim
12
Todorov, Viktor
8
Andersen, Torben
6
Mykland, Per A.
5
Meddahi, Nour
4
Tauchen, George Eugene
4
Zhou, Hao
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Aït-Sahalia, Yacine
3
Engle, Robert F.
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Renault, Eric
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Shephard, Neil G.
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Xiu, Dacheng
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Asai, Manabu
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Bekaert, Geert
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Harvey, Andrew C.
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Li, Jia
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Li, Yingying
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Paolella, Marc S.
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Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Ahsan, Nazmul
1
Archakov, Ilya
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Bandi, Federico M.
1
Bansal, Ravi
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Bates, David S.
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Bauer, Gregory H.
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Caginalp, Gunduz
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Calvet, Laurent E.
1
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1
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1
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Journal of econometrics
Econometric Institute research papers
35
Working paper
19
Discussion paper / Tinbergen Institute
17
Econometric reviews
6
Energy economics
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Applied financial economics
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International journal of forecasting
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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School of Accounting, Finance and Economics & FEMARC working paper series
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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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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:
2
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:
3
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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