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subject:"USA"
subject:"Volatilität"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~subject:"Theorie"
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USA
Volatilität
Theorie
Estimation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
1982-2003
1
Börsenkurs
1
Exchange rate
1
Japan
1
Modellierung
1
Scientific modelling
1
Share price
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Theory
1
Time series analysis
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United States
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Härdle, Wolfgang
McAleer, Michael
Asai, Manabu
2
Harvey, David I.
2
Leybourne, Stephen James
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
Casoli, Chiara
1
Chang, Minsu
1
Chen, I-Po
1
Choi, In
1
Choi, Sung Hoon
1
Clements, Michael P.
1
Cui, Guowei
1
Dustmann, Christian
1
Ericsson, Neil R.
1
Ferriani, Fabrizio
1
Forchini, Giovanni
1
Gao, Jiti
1
Gardner, John R.
1
Grammig, Joachim
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Guariglia, Alessandra
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Götz, Thomas B.
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Hauzenberger, Klemens
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Hawthorne, Kim
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Hoover, Kevin D.
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Horváth, Lajos
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Hsu, Yu-Chin
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Hubner, Stefan
1
Jiang, Bin
1
Kim, Dukpa
1
Kokoszka, Piotr
1
Koop, Gary
1
Krolzig, Hans-Martin
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The econometrics journal
SFB 649 discussion paper
31
Econometric Institute research papers
26
Working paper
15
Discussion paper / Tinbergen Institute
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
4
Econometric reviews
4
Journal of econometrics
4
Applied quantitative finance
3
International review of economics & finance : IREF
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Journal of macroeconomics
2
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
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied economics
1
Applied financial economics
1
CFS working paper series
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrics : open access journal
1
Economies : open access journal
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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 empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Managerial finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
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ECONIS (ZBW)
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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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