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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Egger, Peter"
~person:"Law, Rob"
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Kapitaleinkommen
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Egger, Peter
Law, Rob
McAleer, Michael
Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
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Mykland, Per A.
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Tauchen, George Eugene
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Journal of econometrics
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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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
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