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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Maheu, John M."
~subject:"Volatility"
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Volatility
Volatilität
4
Bayes-Statistik
2
Bayesian inference
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Stochastic process
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Stochastischer Prozess
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Maheu, John M.
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Arezki, Rabah
6
Asai, Manabu
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Ma, Feng
6
Shephard, Neil G.
6
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Liang, Chao
5
Liang, Hong
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Gallo, Giampiero M.
4
Jasiak, Joann
4
Kanas, Angelos
4
Li, Xiafei
4
Linton, Oliver
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Sandri, Damiano
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Working papers / Federal Reserve Bank of Atlanta
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ShanghaiTech SEM Working Paper
2
22-327
1
FRB Atlanta Working Paper
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International journal of forecasting
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Journal of applied econometrics
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Journal of empirical finance
1
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1
Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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ECONIS (ZBW)
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1
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
2
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
3
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
4
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
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