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subject:"USA"
subject:"Volatilität"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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USA
Volatilität
Estimation
2
Schätzung
2
Stochastic process
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Stochastischer Prozess
2
Volatility
2
1982-2003
1
Börsenkurs
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Exchange rate
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Japan
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Modellierung
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Scientific modelling
1
Share price
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Theorie
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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
Clements, Michael P.
1
Ericsson, Neil R.
1
Ferriani, Fabrizio
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Hubner, Stefan
1
Koop, Gary
1
Krolzig, Hans-Martin
1
Lanne, Markku
1
Marquez, Jaime R.
1
Pastorello, Sergio
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Phillips, Peter C. B.
1
Pong, Shiuyan
1
Potter, Simon M.
1
Saikkonen, Pentti
1
Shackleton, Mark B.
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Sluis, Pieter J. van der
1
Taylor, Stephen
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Xiao, Zhijie
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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
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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 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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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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