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
source:"econis"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~subject:"Schätzung"
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
Investing in talents : manager...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Capital income
2
Kapitaleinkommen
2
Long memory
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Asymmetry
1
Capital market returns
1
Correlation
1
Dimension reduction
1
Dynamic covariance matrix
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Finite sample properties
1
Forecasting model
1
Forecasting performance
1
Higher-moment spillovers
1
Kapitalmarktrendite
1
Korrelation
1
Leverage effects
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate stochastic volatility
1
Prognoseverfahren
1
Realized conditional covariances
1
Realized stochastic covariances
1
Realized volatility
1
Spillover effect
1
Spillover-Effekt
1
Stochastic process
1
Stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Asai, Manabu
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Bandi, Federico M.
2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Andreou, Elena
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bekaert, Geert
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Crato, Nuno
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dierkes, Maik
1
Duong, Diep
1
El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Econometrics : open access journal
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
