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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Timmermann, Allan"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Portfolio-Management
United States
Deutschland
Volatilität
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Volatility
4
Estimation
3
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USA
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1871-2003
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multivariate stochastic volatility
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Asai, Manabu
Timmermann, Allan
McAleer, Michael
7
Maasoumi, Esfandiar
5
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Taylor, Robert
3
Bordignon, Silvano
2
Caporin, Massimiliano
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Chan, Joshua
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Jawadi, Fredj
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2
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2
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1
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1
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1
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1
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1
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1
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Bu, Ruijun
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Econometric reviews
Journal of econometrics
5
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
3
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
4
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
5
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
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