//--> //--> //-->
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:"Finance and economics discussion series"
~isPartOf:"Working paper"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Finland"
~subject:"Volatility"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Finland
Volatility
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Volatilität
4
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
1999-2007
1
2000-2010
1
Capital income
1
Correlation
1
Factor analysis
1
Faktorenanalyse
1
Kapitaleinkommen
1
Korrelation
1
Matrix-Exponential Conditional Correlation model (MECC)
1
Measurement
1
Messung
1
Modellierung
1
Risikomaß
1
Risk measure
1
Sampling
1
Scientific modelling
1
Statistical distribution
1
Statistical error
1
Statistische Verteilung
1
Statistischer Fehler
1
Stichprobenerhebung
1
Wishart Dynamic Conditional Correlation model (WDCC)
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
Asai, Manabu
McAleer, Michael
39
Chang, Chia-Lin
13
Guo, Hui
9
Pekkala Kerr, Sari
9
Ritsilä, Jari
8
Haapanen, Mika
7
Kangasharju, Aki
7
Pehkonen, Jaakko
7
Mumtaz, Haroon
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Tervo, Hannu
5
Allen, David E.
4
Chen, Chi-chung
4
Hammoudeh, Shawkat
4
Hynninen, Sanna-Mari
4
Karlsson, Sune
4
Lahtonen, Jukka
4
Mangeloja, Esa
4
Mukkala, Kirsi
4
Roengchai Tansuchat
4
Savickas, Robert
4
Theodoridis, Konstantinos
4
Österholm, Pär
4
Campbell, Sean D.
3
Caporin, Massimiliano
3
Heimonen, Kari
3
Hämäläinen, Kari
3
Medeiros, Marcelo C.
3
Piger, Jeremy Max
3
Pérez Amaral, Teodosio
3
Wen, Yi
3
Zhou, Hao
3
Anenberg, Elliot
2
Białkowski, Je̜drzej
2
Bollerslev, Tim
2
Bomfim, Antúlio N.
2
Chauvet, Marcelle
2
Chen, Ping-yu
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Finance and economics discussion series
Working paper
Econometric Institute research papers
3
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
2
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->