//--> //--> //--> //-->
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:"Journal of econometrics"
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
Forecasting Value-at-Risk usin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Volatility
11
Volatilität
11
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic volatility
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Econometrics
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Share price
3
Ökonometrie
3
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Estimation theory
2
Financial econometrics
2
Finanzmarktökonometrie
2
Futures exchange
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
39
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Konferenzschrift
1
Language
All
English
24
Undetermined
19
Author
All
McAleer, Michael
31
Medeiros, Marcelo C.
11
Mcaleer, Michael
10
Asai, Manabu
7
Chan, Felix
5
Chang, Chia-Lin
5
Ling, Shiqing
5
Slottje, Daniel
5
Allen, David E.
3
Peiris, Shelton
3
Ramos, Vicente
3
Slottje, Daniel Jonathan
3
Allen, David
2
Areosa, Waldyr Dutra
2
Basmann, Robert L.
2
Caporin, Massimiliano
2
Gao, Jiti
2
Kunitomo, Naoto
2
Marinova, Dora
2
Nishiyama, Yoshihiko
2
Rey-Maquieira, Javier
2
Tong, Howell
2
Andersen, Torben
1
Baldovin, Fulvio
1
Caraglio, Michele
1
Rey-Maquieira Palmer, Javier
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Stella, Attilio L.
1
Zamparo, Marco
1
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Tinbergen Institute Discussion Papers
2,289
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
131
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
117
KIER Working Papers
92
CIRJE F-Series
82
Journal of economic surveys
59
Mathematics and Computers in Simulation (MATCOM)
57
Journal of Economic Surveys
39
Working papers in economics and econometrics
38
Econometric reviews
36
CARF F-Series
34
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
Journal of risk and financial management : JRFM
24
Applied economics
22
Energy economics
20
The North American journal of economics and finance : a journal of financial economics studies
20
Annals of financial economics
18
"Marco Fanno" Working Papers
17
Applied financial economics
17
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Econometric Reviews
15
Journal of forecasting
14
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
ISER Discussion Paper
13
International review of economics & finance : IREF
13
Working papers
13
Econometrics
12
SAFE Working Paper
12
Tourism management : research, policies, practice
12
Econometric theory
11
International journal of forecasting
11
more ...
less ...
Source
All
ECONIS (ZBW)
24
OLC EcoSci
19
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
2
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:
3
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
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
5
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
Mcaleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10008253328
Saved in:
6
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-193
Persistent link: https://www.econbiz.de/10008890760
Saved in:
7
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
8
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
9
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
10
The econometrics of intellectual property : an overview
McAleer, Michael
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->