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subject:"USA"
subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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USA
Volatilität
Estimation
5
Schätzung
5
Volatility
4
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Kapitaleinkommen
2
Modellierung
2
Scientific modelling
2
United States
2
1982-2003
1
1999-2007
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1
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Biofuel
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Block structures
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Börsenkurs
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Commodity derivative
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Crude oil futures
1
Day-night realized volatility
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Day-night returns
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Erdgas
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Erdgasmarkt
1
Erdöl
1
Ethanol futures
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Exchange rate
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Härdle, Wolfgang
McAleer, Michael
Gupta, Rangan
4
Xuan Vinh Vo
4
Asai, Manabu
3
Brooks, Robert
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Do, Hung Xuan
2
Feng, Jiabao
2
Han, Liyan
2
Harvey, David I.
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kumar, Dilip
2
Kutan, Ali Mustafa
2
Leybourne, Stephen James
2
Malik, Farooq
2
Mensi, Walid
2
Shi, Yanlin
2
Wang, Yudong
2
Wohar, Mark E.
2
Wu, Chunchi
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Ahmad, Wasim
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
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1
Alexeev, Vitali
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Apostolakis, George N.
1
Aragó, V.
1
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International review of economics & finance : IREF
The econometrics journal
Econometric Institute research papers
26
Working paper
15
SFB 649 discussion paper
14
Discussion paper / Tinbergen Institute
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
Econometric reviews
4
Applied quantitative finance
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Managerial finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
1
The Korean economic review
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ECONIS (ZBW)
5
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1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
3
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
4
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:
5
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
Saved in:
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