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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~person:"Reitz, Stefan"
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
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Geldnachfrage
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Volatilität
Estimation
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Reitz, Stefan
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
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Asai, Manabu
2
Barigozzi, Matteo
2
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2
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2
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2
Ergemen, Yunus Emre
2
Fan, Jianqing
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Valkanov, Rossen I.
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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:
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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