//--> //--> //-->
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"
~isPartOf:"KIER Working Papers"
~person:"McAleer, Michael"
~person:"Yu, Jun"
~subject:"Forecasting model"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
18
Volatilität
13
Stochastic process
8
Stochastischer Prozess
8
Theorie
7
Theory
7
Time series analysis
5
Zeitreihenanalyse
5
volatility
5
Long memory
4
Stochastic volatility
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risk management
3
Schätzung
3
Asymmetry
2
Börsenkurs
2
Capital market returns
2
Correlation
2
Crude oil price
2
Financial econometrics
2
Global fertilizer price
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate stochastic volatility
2
Non-renewable fertilizers
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Share price
2
Stochastische Volatilität
2
Structural breakpoint unit root test
2
asymmetry
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Yu, Jun
Bollerslev, Tim
5
Patton, Andrew J.
5
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Barigozzi, Matteo
2
Fan, Jianqing
2
Quaedvlieg, Rogier
2
Valkanov, Rossen I.
2
Andreou, Elena
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Blair, Bevan J.
1
Busch, Thomas
1
Calvet, Laurent E.
1
Carriero, Andrea
1
Chan, Joshua C. C.
1
Choi, Yongok
1
Christensen, Bent Jesper
1
Clark, Todd E.
1
Corsi, Fulvio
1
Cross, Jamie
1
Cui, Xiangyu
1
Dhaene, Geert
1
Diebold, Francis X.
1
Ding, Yashuang
1
Duong, Diep
1
Engle, Robert F.
1
Eraker, Bjørn
1
Fiorentini, Gabriele
1
Fisher, Adlai
1
Forbes, Catherine Scipione
1
Francq, Christian
1
Gallo, Giampiero M.
1
Grose, Simone D.
1
Hansen, Peter Reinhard
1
more ...
less ...
Published in...
All
Journal of econometrics
KIER Working Papers
Econometric Institute research papers
12
Working paper
10
Discussion paper / Tinbergen Institute
6
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Econometric reviews
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->