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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Gallo, Giampiero M."
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
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Volatility
40
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16
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16
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13
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10
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McAleer, Michael
Gallo, Giampiero M.
Mumtaz, Haroon
12
Nguyen, Hoang
6
Neely, Christopher J.
5
Asai, Manabu
4
Chang, Chia-Lin
4
Karlsson, Sune
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Raunig, Burkhard
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Allen, David E.
2
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2
Kiss, Tamás
2
Laurent, Sébastien
2
Mazur, Stepan
2
Minh-Ngoc Tran
2
Pérez Amaral, Teodosio
2
Roengchai Tansuchat
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Scharth, Marcel
2
Skiadopoulos, George
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Virbickaite, Audrone
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Wang, Pengfei
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2
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ECONIS (ZBW)
23
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1
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
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