Similar Search Results

Big data, computational science, economics, finance, marketing, management, and psychology : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-29

, Marketing, Management, and Psychology, and discusses research issues that are related to the various disciplines. Academics … associated models, as well as conduct simulation to examine whether the estimators in their theories on estimation and hypothesis …

Persistent link: https://www.econbiz.de/10011855163

Nonparametric specification tests for conditional duration models

Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 127 (2005) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10002756914

Multivariate stochastic volatility, leverage and news impact surfaces

Asai, Manabu; McAleer, Michael - In: The econometrics journal 12 (2009) 2, pp. 292-309

Persistent link: https://www.econbiz.de/10003875671

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

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

Non-monotonic hazard functions and the autoregressive conditional duration model

Grammig, Joachim; Maurer, Kai-Oliver - In: The econometrics journal 3 (2000) 1, pp. 16-38

Persistent link: https://www.econbiz.de/10001532205

The Journal of Risk and Financial Management in open access

McAleer, Michael - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10011553413

A family of autoregressive conditional duration models

Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003228621