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subject:"Volatility"
~person:"Asai, Manabu"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Multivariate Statistik"
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Volatility
Risikomaß
Multivariate Analyse
7
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5
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Asai, Manabu
McAleer, Michael
6
Herwartz, Helmut
5
Gouriéroux, Christian
4
Koopman, Siem Jan
4
Rombouts, Jeroen V. K.
4
Silvennoinen, Annastiina
4
Teräsvirta, Timo
4
Bianchi, Michele Leonardo
3
Engle, Robert F.
3
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3
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Jasiak, Joann
3
Lucas, André
3
Mailhot, Mélina
3
Righi, Marcelo Brutti
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Shephard, Neil G.
3
Sheppard, Kevin
3
Stentoft, Lars
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Stoja, Evarist
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Su, Jianxi
3
Tassinari, Gian Luca
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Amendola, Alessandra
2
Anatolyev, Stanislav
2
Ballotta, Laura
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Bauwens, Luc
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Candila, Vincenzo
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Caporin, Massimiliano
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Chen, Langnan
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Chen, Rongda
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Croux, Christophe
2
Dhaene, Geert
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Di Bernardino, Elena
2
Escobar, Marcos
2
Fengler, Matthias R.
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Hafner, Christian M.
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Halbleib, Roxana
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
2
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
3
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
4
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
5
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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