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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Asai, Manabu"
~person:"Attanasio, Orazio P."
~person:"Roengchai Tansuchat"
~subject:"United States"
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Capital income
Zeitreihenanalyse
United States
Theorie
7
Theory
7
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Estimation
3
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3
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1998-2009
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Asai, Manabu
Attanasio, Orazio P.
Roengchai Tansuchat
McAleer, Michael
11
Engsted, Tom
6
Garriga, Carlos
6
McGrattan, Ellen R.
6
Thornton, Daniel L.
6
Andolfatto, David
5
Kehoe, Patrick J.
5
Luttmer, Erzo Gerrit Jan
5
Wen, Yi
5
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4
Honoré, Peter
4
Kapetanios, George
4
Manera, Matteo
4
Prescott, Edward C.
4
Blazsek, Szabolcs
3
Carriero, Andrea
3
De Cian, Enrica
3
Dueker, Michael
3
Dumas, Patrice
3
Garrett, Thomas Andrew
3
Guerriero, Carmine
3
Karlsson, Sune
3
Kydland, Finn E.
3
Lund, Jesper
3
Mikkelsen, Hans Ole Æ.
3
Moretto, Michele
3
Neely, Christopher J.
3
Nguyen, Hoang
3
Nyholm, Ken
3
Owyang, Michael T.
3
Pautrel, Xavier
3
Psaradakis, Zacharias G.
3
Österholm, Pär
3
Šustek, Roman
3
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
5
Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.
;
Wadhwani, Sushil B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000819088
Saved in:
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