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subject:"Share price"
subject:"World"
~isPartOf:"The econometrics journal"
~person:"Bali, Turan G."
~person:"McAleer, Michael"
~person:"McMillan, David G."
~person:"Rose, Andrew"
~person:"Woessmann, Ludger"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"article"
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Share price
World
Kapitaleinkommen
Prognoseverfahren
Theory
Estimation
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Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
1982-2003
1
Börsenkurs
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Exchange rate
1
Japan
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Modellierung
1
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Bali, Turan G.
McAleer, Michael
McMillan, David G.
Rose, Andrew
Woessmann, Ludger
Asai, Manabu
2
Saikkonen, Pentti
2
Sarafidis, Vasilis
2
Thórarinn G. Pétursson
2
Abrevaya, Jason
1
Aguirregabiria, Victor
1
Amsler, Christine Elaine
1
Ban, Kyunghoon
1
Bardsley, Patrick
1
Cai, Michael
1
Casoli, Chiara
1
Chang, Minsu
1
Chen, I-Po
1
Choi, In
1
Choi, Sung Hoon
1
Chung, Jeff
1
Clements, Michael P.
1
Cui, Guowei
1
Del Negro, Marco
1
Dustmann, Christian
1
Ericsson, Neil R.
1
Forchini, Giovanni
1
Gan, Li
1
Gao, Jiti
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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1
Honoré, Bo E.
1
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1
Horváth, Lajos
1
Hsu, Yu-Chin
1
Jiang, Bin
1
Kang, Kyu Ho
1
Kim, Dukpa
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The econometrics journal
Applied economics
5
Applied financial economics
3
Econometric reviews
3
European economic review : EER
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
The American economic review
3
The Manchester School
3
The journal of asset management
3
Economic policy : a European forum
2
Economics letters
2
Finance research letters
2
International journal of forecasting
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International review of applied economics
2
Journal of development economics
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international economics
2
Journal of macroeconomics
2
Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Risks : open access journal
2
Studies in economics and finance
2
The European journal of finance
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The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
1
Applied financial economics letters
1
CESifo DICE report : journal for institutional comparisons
1
China finance review international
1
Cogent economics & finance
1
Econometrics : open access journal
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Economies : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
2
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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