//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"EU countries"
type_genre:"CD-ROM, DVD"
~accessRights:"restricted"
~person:"Asai, Manabu"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Volatilität
Estimation
6
Schätzung
6
Volatility
6
Capital income
4
Kapitaleinkommen
4
Leverage effects
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Forecasting model
3
Multivariate stochastic volatility
3
Prognoseverfahren
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
1
Bayesian MCMC methods
1
Bayesian inference
1
Block structures
1
Börsenkurs
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Diffusion process
1
Dimension reduction
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Forecasting
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
Gold
1
Handelsvolumen der Börse
1
Heavy-tailed distribution
1
Jumps
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
CD-ROM, DVD
Aufsatz in Zeitschrift
Conference paper
Article in journal
6
Language
All
English
6
Author
All
Asai, Manabu
Gupta, Rangan
53
Ma, Feng
25
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
18
Pierdzioch, Christian
18
Tiwari, Aviral Kumar
18
Xuan Vinh Vo
18
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Bollerslev, Tim
12
Gil-Alaña, Luis A.
12
Yoon, Seong-min
12
Zhang, Yaojie
12
Zhu, Huiming
12
Caporale, Guglielmo Maria
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Chevallier, Julien
10
Hammoudeh, Shawkat
10
Jawadi, Fredj
10
Sehgal, Sanjay
10
Sosvilla-Rivero, Simón
10
Brooks, Robert
9
Demirer, Rıza
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ji, Qiang
8
Ma, Jun
8
Salisu, Afees A.
8
Shi, Yanlin
8
more ...
less ...
Published in...
All
Journal of econometrics
2
Econometric reviews
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
4
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:
5
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:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->