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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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USA
Volatilität
Estimation
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Börsenkurs
2
Share price
2
Theorie
2
Theory
2
1982-2003
1
Exchange rate
1
Forecasting model
1
Japan
1
Modellierung
1
Prognoseverfahren
1
Sampling
1
Scientific modelling
1
Statistical error
1
Statistischer Fehler
1
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1
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United States
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3
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Härdle, Wolfgang
McAleer, Michael
Asai, Manabu
3
Lanne, Markku
3
Audrino, Francesco
2
Garcia, René
2
Ghysels, Eric
2
Harvey, David I.
2
Leybourne, Stephen James
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Saikkonen, Pentti
2
Ahoniemi, Katja
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Clements, Michael P.
1
Corsi, Fulvio
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Ericsson, Neil R.
1
Ferriani, Fabrizio
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Götz, Thomas B.
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Hauzenberger, Klemens
1
Horváth, Lajos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of macroeconomics
1
Managerial finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
The Korean economic review
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ECONIS (ZBW)
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1
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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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