//--> //--> //-->
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
~person:"Asai, Manabu"
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:"forecasting performance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymmetry
3
Dynamic covariance matrix
3
Finite sample properties
3
Forecasting performance
3
Long memory
3
Matrix-exponential transformation
3
Realized conditional covariances
3
Realized stochastic covariances
3
Capital income
2
Capital market returns
2
Correlation
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Spillover effect
2
Spillover-Effekt
2
Spillovers
2
Stochastic volatility
2
Stochastische Volatilität
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Higher-moment spillovers
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Asai, Manabu
Cheung, Yin-Wong
16
Garcia Pascual, Antonio
13
Chinn, Menzie David
8
Deaves, Richard
8
Lei, Jin
8
Schröder, Michael
7
Chinn, Menzie
5
Chinn, Menzie D.
5
Alonso, Francisco
4
Blanco, Roberto
4
Dick, Christian D.
4
Menkhoff, Lukas
4
Oikonomikou, Leoni Eleni
4
Schepp, Zoltán
4
Timmermann, Allan
4
Chang, Chia-Lin
3
Darvas, Zsolt M.
3
Liu, Xiaochun
3
McAleer, Michael
3
Pascual, Antonio I. Garcia
3
Pflaumer, Peter
3
Rubio Irigoyen, Gonzalo
3
Zhang, Yi
3
Zhu, Yinchu
3
Bilek-Steindl, Sandra
2
Bluteau, Keven
2
Chini, Emilio Zanetti
2
Dixon, Peter B.
2
Döhrn, Roland
2
Gasmi, Amira
2
Han Hwa Goh
2
Khor Chia Ying
2
Krainz, David Mortimer
2
Ng Sew Lai
2
Papavangjeli, Meri
2
Rimmer, Maureen T.
2
Rossen, Anja
2
Rubio, Gonzalo
2
Smeral, Egon
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Journal of econometrics
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
2
EconStor
1
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 Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
forecasting
performance
of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model …
Persistent link: https://www.econbiz.de/10011586691
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
forecasting
performance
of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model …
Persistent link: https://www.econbiz.de/10011536626
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->