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
~accessRights:"free"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~institution:"School of Economics and Management, University of Aarhus"
~subject:"asymmetry"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
asymmetry
GARCH
29
high-frequency data
14
High-Frequency Data
10
Central Limit Theorem
7
risk management
7
stochastic volatility
7
High-frequency data
6
Semimartingale Theory
6
jumps
6
value-at-risk
6
market microstructure noise
5
Bipower Variation
4
EGARCH
4
GJR
4
Volatility
4
exchange rates
4
Diffusion Models
3
HAR
3
Integrated Volatility
3
Microstructure Noise
3
global financial crisis
3
leverage
3
long memory
3
realized volatility
3
violations
3
Bayesian decision making
2
Exchange rates
2
Extreme events
2
Forecasting
2
Goodness-Of- Fit Testing
2
Integrated variance
2
Korean tourist arrivals
2
Range-Based Bipower Variation
2
Realized Variance
2
Realized volatility
2
Risk management
2
Stochastic volatility
2
conditional value-at-risk
2
elliptical distributions
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Chang, C-L.
3
McAleer, M.J.
3
Institution
All
Erasmus University Rotterdam, Econometric Institute
School of Economics and Management, University of Aarhus
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Institute of Economic Research, Kyoto University
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Finance Discipline Group, Business School
1
International Economics Section, The Graduate Institute of International and Development Studies
1
more ...
less ...
Published in...
All
Econometric Institute Report
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008570643
Saved in:
2
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008584711
Saved in:
3
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10008584742
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
