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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Paolella, Marc S."
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Kapitaleinkommen
ARCH model
3
ARCH-Modell
3
Capital income
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Estimation
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GARCH
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Schätzung
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Volatility
3
Volatilität
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Paolella, Marc S.
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
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Tauchen, George Eugene
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Xiu, Dacheng
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Yang, Chunpeng
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Asai, Manabu
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Aït-Sahalia, Yacine
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Cho, Hoon
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Kim, Jong-Min
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Li, Jia
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Li, Yingying
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McAleer, Michael
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Meddahi, Nour
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Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
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Pelger, Markus
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Pierdzioch, Christian
2
Polak, Pawel
2
Ryu, Doojin
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Seok, Sang Ik
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Tan, Chunzhi
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Zaremba, Adam
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Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
CFS working paper series
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Asia-Pacific financial markets
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Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Research paper series / Swiss Finance Institute
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The European journal of finance
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ECONIS (ZBW)
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1
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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