//--> //--> //-->
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:"Journal of econometrics"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Hammoudeh, Shawkat"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Spillover effect
Volatilität
Stochastic process
4
Stochastischer Prozess
4
Stochastic volatility
3
Volatility
3
Asymmetry
2
Capital market returns
2
Derivat
2
Derivative
2
Futures exchange
2
Kapitalmarktrendite
2
Long memory
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option trading
2
Optionsgeschäft
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic dominance
2
Stochastische Volatilität
2
Terminbörse
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Asymptotic distribution
1
Basel Accord
1
Basel III Accord
1
Basler Akkord
1
Börsenkurs
1
Capital income
1
Correlation
1
Daily capital charges
1
Divided governments
1
Dynamic covariance matrix
1
Fat tails
1
Financial crisis
1
Finanzkrise
1
Finite sample properties
1
Forecasting performance
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Chang, Chia-Lin
Hammoudeh, Shawkat
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Christensen, Kim
3
Clark, Todd E.
3
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
6
Applied economics
5
Emerging markets review
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Energy policy
2
Finance research letters
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of financial economics
1
Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of multinational financial management
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Research in international business and finance
1
Risks : open access journal
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
1
The energy journal
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->