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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The econometrics journal"
~person:"Herwartz, Helmut"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Konjunktur"
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Volatility
Yield curve
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Estimation
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1982-2003
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Herwartz, Helmut
Koopman, Siem Jan
McAleer, Michael
Asai, Manabu
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The econometrics journal
Discussion paper / Tinbergen Institute
34
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21
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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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
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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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