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isPartOf:"Journal of econometrics"
~person:"Medeiros, Marcelo C."
~person:"Quaedvlieg, Rogier"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Capital income
Zeitreihenanalyse
Volatility
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Medeiros, Marcelo C.
Quaedvlieg, Rogier
Todorov, Viktor
11
Bollerslev, Tim
10
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
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Li, Yingying
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McAleer, Michael
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Meddahi, Nour
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Shephard, Neil G.
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Asai, Manabu
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Bibinger, Markus
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Boswijk, Herman Peter
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Journal of econometrics
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
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