//--> //--> //-->
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
~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Realized volatility"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Realized volatility
Estimation
10
Schätzung
10
Estimation theory
6
Schätztheorie
6
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Stochastic process
4
Stochastischer Prozess
4
Börsenkurs
3
China
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Share price
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Correlation
2
Factor analysis
2
Factor model
2
Faktorenanalyse
2
Forecasting model
2
Korrelation
2
Leverage effects
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate stochastic volatility
2
Patent
2
Prognoseverfahren
2
Stochastic differential equation
2
Theorie
2
Theory
2
USA
2
United States
2
1947-1981
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hsiao, Cheng
McAleer, Michael
Wang, Yazhen
Ergemen, Yunus Emre
2
Asai, Manabu
1
Bekaert, Geert
1
Bollerslev, Tim
1
Cai, Zongwu
1
Clinet, Simon
1
Duong, Diep
1
Hallin, Marc
1
Hoerova, Marie
1
Kim, Donggyu
1
La Vecchia, Davide
1
Li, Yingying
1
Ma, Chaoqun
1
Mi, Xianhua
1
Patton, Andrew J.
1
Potiron, Yoann
1
Quaedvlieg, Rogier
1
Swanson, Norman R.
1
Velasco, Carlos
1
Xie, Shangyu
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->