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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"Theory"
~subject:"United States"
~subject:"World"
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Volatility
Theory
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Estimation
3
Schätzung
3
Volatilität
3
Leverage effects
2
Multivariate stochastic volatility
2
Stochastic process
2
Stochastischer Prozess
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Theorie
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1975-1998
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Caporale, Guglielmo Maria
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
4
Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
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3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Wang, Yazhen
3
Xiu, Dacheng
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Andreou, Elena
2
Aruoba, S. Borağan
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Asai, Manabu
2
Bandi, Federico M.
2
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
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2
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Journal of econometrics
CESifo working papers
39
Economics and finance working paper series
31
Econometric Institute research papers
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper Series
18
Working paper
18
DIW Berlin Discussion Paper
16
Discussion paper / Centre for Economic Forecasting
15
Discussion paper / Tinbergen Institute
12
CESifo Working Paper
9
Econometric reviews
5
Applied economics letters
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Journal of international money and finance
4
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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International review of economics & finance : IREF
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Research in international business and finance
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School of Accounting, Finance and Economics & FEMARC working paper series
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Discussion papers of interdisciplinary research project 373
2
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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
2
Review of financial economics : RFE
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Risks : open access journal
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
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ECONIS (ZBW)
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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
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