//--> //--> //-->
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:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~subject:"Asymmetric information"
~subject:"Wettbewerb"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Public choice
Asymmetric information
Wettbewerb
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
Asymmetry
1
Capital market returns
1
Correlation
1
Dimension reduction
1
Dynamic covariance matrix
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Finite sample properties
1
Forecasting model
1
Forecasting performance
1
Higher-moment spillovers
1
Kapitalmarktrendite
1
Korrelation
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multifactor model
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Asai, Manabu
Koop, Gary
5
Sickles, Robin C.
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Todorov, Viktor
3
Andersen, Torben
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grammig, Joachim
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kutlu, Levent
2
Li, Tong
2
McAleer, Michael
2
Mroz, Thomas A.
2
Pelger, Markus
2
Robinson, Peter M.
2
Sasaki, Yuya
2
Shin, Yongcheol
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Zhengjun
2
Agudze, Komla M.
1
Amado, Cristina
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Asia-Pacific financial markets
1
Econometric Institute research papers
1
Econometrics : open access journal
1
International journal of finance & economics : IJFE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->