//--> //--> //-->
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:"Risk"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
~subject:"Zeitreihenanalyse"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Risk
Forecasting model
Share price
Verhaltensökonomik
Zeitreihenanalyse
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Correlation
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Schätzung
2
Time series analysis
2
Asymmetry
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model selection
1
Capital market returns
1
Dimension reduction
1
Dynamic covariance matrix
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Finite sample properties
1
Forecasting performance
1
Higher-moment spillovers
1
Kapitalmarktrendite
1
MCMC sampling
1
Markov chain
1
Markov-Kette
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Asai, Manabu
Barigozzi, Matteo
4
Chen, Rong
4
Diebold, Francis X.
4
Hall, Stephen G.
4
Hallin, Marc
4
Koop, Gary
4
Patton, Andrew J.
4
Phillips, Peter C. B.
4
Schorfheide, Frank
4
Aït-Sahalia, Yacine
3
Chan, Joshua
3
Fan, Jianqing
3
Hong, Yongmiao
3
Jiang, He
3
Koo, Bonsoo
3
Korobilis, Dimitris
3
Liao, Yuan
3
Maheu, John M.
3
Park, Joon Y.
3
Pettenuzzo, Davide
3
Rossi, Barbara
3
Seo, Myung Hwan
3
Tavlas, George S.
3
Xiu, Dacheng
3
Yu, Jun
3
Zhang, Zhengjun
3
Barnett, William A.
2
Beckmann, Joscha
2
Blasques, Francisco
2
Boot, Tom
2
Cavaliere, Giuseppe
2
Chang, Yoosoon
2
Chen, Cathy W. S.
2
Chevallier, Julien
2
Christensen, Kim
2
Cross, Jamie
2
Fan, Yanqin
2
Favara, Giovanni
2
Han, Fang
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of forecasting
Journal of international money and finance
Computational economics
1
Econometric reviews
1
International journal of finance & economics : IJFE
1
Journal of time series econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->