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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Lohnstruktur"
~subject:"Migranten"
~subject:"Schätzung"
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Zeitreihenanalyse
Lohnstruktur
Migranten
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Estimation
3
Volatility
3
Volatilität
3
Leverage effects
2
Multivariate stochastic volatility
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1975-1998
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Zimmermann, Klaus F.
McAleer, Michael
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
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Gao, Jiti
5
Ghysels, Eric
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Kim, Donggyu
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Li, Jia
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Lu, Xun
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Zakoïan, Jean-Michel
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Francq, Christian
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Heckman, James J.
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4
Li, Kunpeng
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Park, Joon Y.
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Sasaki, Yuya
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Shin, Yongcheol
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Wang, Wendun
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Xiu, Dacheng
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Barigozzi, Matteo
3
Barnett, William A.
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Botosaru, Irene
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Cai, Zongwu
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Fan, Jianqing
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Fernández-Val, Iván
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Frühwirth-Schnatter, Sylvia
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Fulop, Andras
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Gallant, A. Ronald
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Journal of econometrics
Econometric Institute research papers
38
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26
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IZA Discussion Paper
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Econometric reviews
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GLO discussion paper
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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
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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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