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person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"Spillover effect"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Schätzung
Spillover effect
United States
Volatility
9
Volatilität
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5
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5
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4
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1975-1998
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McAleer, Michael
Todorov, Viktor
13
Bollerslev, Tim
10
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Asai, Manabu
3
Engle, Robert F.
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Francq, Christian
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Wang, Yazhen
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Xiu, Dacheng
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Zakoïan, Jean-Michel
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Zhou, Hao
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2
Bibinger, Markus
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Creal, Drew
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Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
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Harvey, Andrew C.
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Kong, Xin-Bing
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Li, Yingying
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Nielsen, Morten Ørregaard
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Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
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Journal of econometrics
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5
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
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
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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:
4
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
Saved in:
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