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Volatilität
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McAleer, Michael
98
Bollerslev, Tim
87
Diebold, Francis X.
67
Andersen, Torben
59
Koopman, Siem Jan
57
Chiarella, Carl
47
Asai, Manabu
46
Lux, Thomas
46
Todorov, Viktor
46
Härdle, Wolfgang
43
Caporin, Massimiliano
40
Gupta, Rangan
38
Christoffersen, Peter F.
34
Cui, Zhenyu
34
Aizenman, Joshua
33
Chan, Joshua
33
Hafner, Christian M.
33
Hautsch, Nikolaus
33
Bekaert, Geert
30
Pierdzioch, Christian
30
Clark, Todd E.
29
Herwartz, Helmut
29
Tauchen, George Eugene
29
Andersen, Torben G.
28
Fernández-Villaverde, Jesús
28
Lucas, André
28
Mumtaz, Haroon
28
Platen, Eckhard
28
Aït-Sahalia, Yacine
27
Schlag, Christian
27
Barndorff-Nielsen, Ole E.
26
Shephard, Neil G.
26
Yu, Jun
26
Bos, Charles S.
25
Carriero, Andrea
25
Fouque, Jean-Pierre
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Escobar, Marcos
24
Ghysels, Eric
24
Renault, Eric
24
Renò, Roberto
24
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Nuffield College
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
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International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
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Journal of econometrics
192
NBER working paper series
183
International journal of theoretical and applied finance
178
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
162
Journal of banking & finance
132
Quantitative finance
119
Finance research letters
110
Discussion paper / Tinbergen Institute
101
Journal of economic dynamics & control
100
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of empirical finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Applied mathematical finance
88
Economic modelling
87
Working paper
84
Journal of financial economics
83
Computational economics
79
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
78
Energy economics
76
The European journal of finance
71
Applied economics
70
International review of financial analysis
70
Econometric reviews
67
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
66
Journal of international money and finance
66
Finance and stochastics
64
The journal of futures markets
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
Research paper series / Swiss Finance Institute
62
The journal of computational finance
61
Journal of forecasting
58
The review of financial studies
58
Applied economics letters
54
European journal of operational research : EJOR
54
Journal of risk and financial management : JRFM
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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ArchiDok
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OLC EcoSci
1
RePEc
1
Showing
1
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10
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12,249
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date (oldest first)
1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
3
Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.
;
Schotman, Peter C.
-
1994
Persistent link: https://www.econbiz.de/10000904013
Saved in:
4
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
5
Modeling long-memory stochastic volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
6
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
-
1995
Persistent link: https://www.econbiz.de/10000932332
Saved in:
7
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
-
1996
Persistent link: https://www.econbiz.de/10000932649
Saved in:
8
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
;
Streibel, Mariane
-
1996
Persistent link: https://www.econbiz.de/10000934056
Saved in:
9
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
10
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
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