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~isPartOf:"Econometric Institute research papers"
~person:"Bröcker, Johannes"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Medeiros, Marcelo C."
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Bröcker, Johannes
Eliashberg, Jehoshua
Gupta, Rangan
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McAleer, Michael
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ECONIS (ZBW)
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Demand-driven scheduling of movies in a multiplex
Eliashberg, Jehoshua
;
Hegie, Quintus
;
Ho, Jason
; …
-
2007
Persistent link: https://www.econbiz.de/10003484107
Saved in:
3
Theoretical restrictions on the parameters of the indirect addilog system revisited
Boer, Paul M. C. de
;
Bröcker, Johannes
;
Jensen, Bjarne S.
-
2006
Persistent link: https://www.econbiz.de/10003331652
Saved in:
4
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
5
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
6
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
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