//--> //--> //-->
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:"restricted"
~person:"McAleer, Michael"
~person:"Riphahn, Regina T."
~person:"Schnabel, Claus"
~subject:"Leverage effects"
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
Do Mandatory Pensions Decrease...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Leverage effects
Estimation
29
Schätzung
29
Deutschland
15
Germany
15
Volatility
9
Volatilität
9
Stochastic process
6
Stochastischer Prozess
6
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Betriebsgröße
4
Börsenkurs
4
Capital income
4
Firm size
4
Kapitaleinkommen
4
Mitbestimmung
4
Share price
4
Arbeitsmarkt
3
Betriebsrat
3
Forecasting model
3
Labour market
3
Lohn
3
Lohnstruktur
3
Multivariate stochastic volatility
3
Prognoseverfahren
3
Wage structure
3
Works council
3
Arbeitslosigkeit
2
Arbeitsuche
2
Asymmetry
2
Ausländer
2
Befristete Beschäftigung
2
Bildungsniveau
2
Bildungsverhalten
2
Business cycle
2
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Riphahn, Regina T.
Schnabel, Claus
Asai, Manabu
4
Caporin, Massimiliano
1
Gupta, Rangan
1
Published in...
All
Journal of econometrics
2
International journal of forecasting
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->