//--> //--> //-->
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"
~person:"Asai, Manabu"
~person:"Scaillet, Olivier"
~subject:"Asymmetry"
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:"Monte Carlo method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Asymmetry
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Long memory
2
Stochastic volatility
2
Stochastische Volatilität
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Asymptotic distribution
1
Capital income
1
Capital market returns
1
Correlation
1
Dynamic covariance matrix
1
Estimation theory
1
Finite sample properties
1
Forecasting performance
1
Higher-moment spillovers
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Korrelation
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Realized conditional covariances
1
Realized measure
1
Realized stochastic covariances
1
Schätztheorie
1
Simulation
1
Spillover effect
1
Spillover-Effekt
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Whittle likelihood
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Asai, Manabu
Scaillet, Olivier
Chang, Chia-Lin
2
McAleer, Michael
2
Beaulieu, Marie-Claude
1
Dufour, Jean-Marie
1
Khalaf, Lynda
1
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
3
Computational economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->