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:"Finance and Economics Discussion Series"
~isPartOf:"Management Science"
~isPartOf:"Tinbergen Institute Discussion Papers"
~person:"Asai, Manabu"
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
Improving predictive validity...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Co-Volatility
1
Forecasting
1
Jump
1
Leverage Effects
1
Realized Covariance
1
Threshold
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Asai, Manabu
Koopman, Siem Jan
11
Diebold, Francis X.
5
McAleer, Michael
5
Allen, David E.
3
Bomfim, Antulio N.
3
Hindrayanto, Irma
3
Orphanides, Athanasios
3
Bartelsman, Eric J.
2
Dijk, Dick J.C. van
2
Dijk, Dick van
2
Eliashberg, Jehoshua
2
Haltmaier, Jane
2
Hauwe, Sjoerd van den
2
Hoch, Stephen J.
2
Hol, Eugenie
2
Huurman, Christian
2
Jungbacker, Borus
2
Kennedy, James E.
2
Makridakis, Spyros
2
Ooms, Marius
2
Paap, Richard
2
Pooter, Michiel De
2
Ravazzolo, Francesco
2
Rudebusch, Glenn D.
2
Scharth, Marcel
2
Swamy, P.A.V.B.
2
Taylor, Terry A.
2
Uspensky, Eugenie Hol
2
Wel, Michel van der
2
Xiao, Wenqiang
2
Zhou, Chen
2
Amaral, Teodosio Perez
1
Bass, Frank M.
1
Batchelor, Roy
1
Berkowitz, Jeremy
1
Biais, Bruno
1
Blasques, Francisco
1
Blattberg, Robert C.
1
Boatwright, Peter
1
more ...
less ...
Institution
All
Tinbergen Instituut
1
Published in...
All
Finance and Economics Discussion Series
Management Science
Tinbergen Institute Discussion Papers
Discussion paper / Tinbergen Institute
3
Tinbergen Institute Discussion Paper
3
Documentos de Trabajo del ICAE
2
Econometric Institute Research Papers
2
Econometric reviews
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
KIER Working Papers
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Impact of Jumps and Leverage in
Forecasting
Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Tinbergen Instituut
-
2015
The paper investigates the impact of jumps in
forecasting
co-volatility, accommodating leverage effects. We modify the …
forecasting
weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011257254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
