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~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Volatilität
161
Volatility
156
Theory
51
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50
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49
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48
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48
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46
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41
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English
116
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Allen, David E.
Andersen, Torben
Medeiros, Marcelo C.
McAleer, Michael
197
Gupta, Rangan
164
Caporale, Guglielmo Maria
93
Bollerslev, Tim
86
Ma, Feng
81
Chang, Chia-Lin
72
Bouri, Elie
66
Pierdzioch, Christian
62
Diebold, Francis X.
56
Koopman, Siem Jan
56
Asai, Manabu
55
Lux, Thomas
53
Spagnolo, Nicola
48
Bahmani-Oskooee, Mohsen
47
Hautsch, Nikolaus
47
Hammoudeh, Shawkat
44
Caporin, Massimiliano
41
Gil-Alaña, Luis A.
40
Wohar, Mark E.
39
Härdle, Wolfgang
38
Salisu, Afees A.
38
Clements, Adam
37
Hafner, Christian M.
37
Herwartz, Helmut
36
Zhang, Yaojie
36
Kumar, Dilip
35
Dijk, Dick van
34
Kang, Sang Hoon
34
Tiwari, Aviral Kumar
34
Todorov, Viktor
34
Wang, Yudong
34
Engle, Robert F.
33
McMillan, David G.
33
Christiansen, Charlotte
32
Lucas, André
32
Mensi, Walid
32
Christensen, Bent Jesper
30
Davis, Steven J.
30
Ghysels, Eric
30
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2
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2
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1
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7
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6
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6
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2
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1
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
International journal of forecasting
1
International review of economics & finance : IREF
1
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1
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1
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ECONIS (ZBW)
113
EconStor
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31
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
32
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
33
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
34
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
35
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
36
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
37
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
38
Volatility
and correlations for stock markets in the emerging economies
Allen, David E.
;
Golab, A.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008666976
Saved in:
39
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:
40
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
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