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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"Theory"
~subject:"United States"
~subject:"World"
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Volatility
Theory
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Estimation
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4
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4
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2
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2
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Caporale, Guglielmo Maria
Engle, Robert F.
McAleer, Michael
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Andersen, Torben
4
Ghysels, Eric
4
Phillips, Peter C. B.
4
Zakoïan, Jean-Michel
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Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
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Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Asai, Manabu
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Bandi, Federico M.
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Barigozzi, Matteo
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Bibinger, Markus
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Botosaru, Irene
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Christensen, Kim
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Creal, Drew
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Diebold, Francis X.
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Ergemen, Yunus Emre
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Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Gallo, Giampiero M.
2
Galvão Júnior, Antônio Fialho
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Journal of econometrics
CESifo working papers
38
Economics and finance working paper series
31
Econometric Institute research papers
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
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15
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12
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11
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Risks : open access journal
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1
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
4
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
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