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~person:"Asai, Manabu"
~subject:"Kapitaleinkommen"
~subject:"Leverage effects"
~subject:"Volatilität"
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Kapitaleinkommen
Leverage effects
Volatilität
Autocorrelation
2
Autokorrelation
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Brasilien
1
Brazil
1
Börsenkurs
1
Capital income
1
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1
Estimation theory
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Asai, Manabu
Bollerslev, Tim
7
Di Cesare, Antonio
6
Bohl, Martin T.
5
Calvet, Laurent E.
5
Pierdzioch, Christian
5
Andersen, Torben
4
Clark, Todd E.
4
Fisher, Adlai
4
Gupta, Rangan
4
Koopman, Siem Jan
4
Lo, Andrew W.
4
Makarov, Igor
4
Nielsen, Jens Perch
4
Ravazzolo, Francesco
4
Stork, Philip A.
4
de Vries, Casper G.
4
Ahn, Dong-Hyun
3
Banerjee, Snehal
3
Barbaglia, Luca
3
Baur, Dirk G.
3
Bonato, Matteo
3
Brzeszczyński, Janusz
3
Chan, Wai-Sum
3
Chou, Ray Yeutien
3
Cordis, Adriana S.
3
Cotter, John
3
Croux, Christophe
3
Diebold, Francis X.
3
Dimpfl, Thomas
3
Getmansky, Mila
3
Ge̜bka, Bartosz
3
Granger, C. W. J.
3
Hyung, Namwon
3
Izzeldin, Marwan
3
Jain, Pawan
3
Jung, Robert
3
Kinnunen, Jyri
3
Kirby, Chris
3
Koutmos, Gregory
3
Lanne, Markku
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Journal of empirical finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
2
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1
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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2
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
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