//--> //--> //-->
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:"McAleer, Michael"
~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Capital market returns"
~type_genre:"Aufsatz in Zeitschrift"
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:"stochastic volatility model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Stochastic volatility
4
Stochastische Volatilität
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Asymmetry
2
Kapitalmarktrendite
2
Long memory
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic process
2
Stochastischer Prozess
2
ARMA model
1
ARMA-Modell
1
Asymptotic distribution
1
Capital income
1
Commodity derivative
1
Correlation
1
Dynamic covariance matrix
1
Euro
1
Exchange rate
1
Finite sample properties
1
Forecasting performance
1
Futures exchange
1
GARCH models
1
Gegenbauer polynomial
1
Gold
1
Higher-moment spillovers
1
Kapitaleinkommen
1
Korrelation
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Pfund Sterling
1
Pound Sterling
1
Realized conditional covariances
1
Realized measure
1
Realized stochastic covariances
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
2
Language
All
English
2
Author
All
McAleer, Michael
Nikitopoulos, Christina Sklibosios
Asai, Manabu
1
Chang, Chia-Lin
1
Chiarella, Carl
1
Kang, Boda
1
Mandal, Anandadeep
1
Poshakwale, Sunil S.
1
Tô, Thuy-Duong
1
more ...
less ...
Published in...
All
Journal of econometrics
1
The journal of futures markets
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
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->