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Semiparametric multivarite vol...
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ARCH model
69
ARCH-Modell
69
Volatility
42
Volatilität
42
Multivariate Analyse
22
Multivariate analysis
22
Theorie
19
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19
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17
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17
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16
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16
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McAleer, Michael
61
Chang, Chia-Lin
29
Asai, Manabu
9
Hafner, Christian M.
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Velden, Michel van de
6
Franses, Philip Hans
5
Groenen, Patrick J. F.
5
Paap, Richard
4
Pérez Amaral, Teodosio
4
Allen, David E.
3
Herwartz, Helmut
3
Bel, Koen
2
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Medeiros, Marcelo C.
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Boer, Paul M. C. de
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Diday, Edwin
1
Fok, Dennis
1
Gower, J.C.
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
Energy economics
276
Finance research letters
210
Journal of econometrics
196
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181
Economic modelling
163
International review of financial analysis
147
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139
Research in international business and finance
131
Economics letters
128
International review of economics & finance : IREF
127
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
116
International journal of forecasting
115
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108
Discussion paper / Tinbergen Institute
107
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104
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101
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93
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85
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84
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80
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80
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79
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78
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72
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68
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68
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66
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66
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56
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52
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50
CREATES research paper
48
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47
International journal of economics and finance
46
Journal of international money and finance
46
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45
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ECONIS (ZBW)
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1
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
2
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
3
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
4
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
5
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
6
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
7
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
10
Visualization of differences across port state control regimes by means of correspondence analysis
Knapp, Sabine
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753973
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