//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~subject:"Kapitalmarktrendite"
~subject:"Spillover effect"
~subject:"Stochastic volatility"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarktrendite
Spillover effect
Stochastic volatility
Capital market returns
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastische Volatilität
2
USA
2
United States
2
ARCH model
1
ARCH-Modell
1
Correlation
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Spillover-Effekt
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
All
English
2
Author
All
Chang, Chia-Lin
McAleer, Michael
6
Asai, Manabu
4
Chen, Jinghui
2
Kobayashi, Masahito
2
Peiris, Shelton
2
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
3
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->