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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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USA
Volatilität
Estimation
4
Schätzung
4
Volatility
3
Börsenkurs
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
1982-2003
1
Aktienmarkt
1
Anlageverhalten
1
Attention analysis
1
Behavioural finance
1
Bootstrap
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Bootstrap-Verfahren
1
Capital income
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Estimation theory
1
Exchange rate
1
Expectile regression
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Goodness-of-fit tests
1
Handelsvolumen der Börse
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Investor sentiment
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Japan
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Kapitaleinkommen
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Modellierung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Quantile treatment effect
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Regression analysis
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Regressionsanalyse
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Returns
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Schätztheorie
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Scientific modelling
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Sector analysis
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Smoothing and nonparametric regression
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Härdle, Wolfgang
McAleer, Michael
Leybourne, Stephen James
4
Asai, Manabu
2
Bollerslev, Tim
2
Chan, Joshua
2
Enders, Walter
2
Franses, Philip Hans
2
Harvey, David I.
2
Hautsch, Nikolaus
2
Jacobs, Kris
2
Koop, Gary
2
Li, Jia
2
Li, Wai Keung
2
Lobato, Ignacio N.
2
Lucas, André
2
McCabe, Brendan Peter Martin
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Phillips, Peter C. B.
2
Sentana, Enrique
2
Stock, James H.
2
Tauchen, George Eugene
2
Venditti, Fabrizio
2
Watson, Mark W.
2
Amado, Cristina
1
Anderson, Heather M.
1
Andrews, Donald W. K.
1
Ang, Andrew
1
Anily, Shoshana
1
Asano, Hirokatsu
1
Attanasio, Orazio P.
1
Audrino, Francesco
1
Bajari, Patrick L.
1
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1
Barone-Adesi, Giovanni
1
Bekaert, Geert
1
Bera, Anil K.
1
Beran, Jan
1
Berg, Gerard J. van den
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
International review of economics & finance : IREF
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 financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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Journal of macroeconomics
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Managerial finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
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The Korean economic review
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ECONIS (ZBW)
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1
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
2
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:
3
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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