//--> //--> //-->
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
person:"Medeiros, Marcelo C."
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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:"Autoregressive model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Autocorrelation
6
Autokorrelation
6
Neural networks
5
Neuronale Netze
5
Time series analysis
5
Zeitreihenanalyse
5
Volatilität
2
Börsenkurs
1
Estimation
1
Estimation theory
1
Explosive regimes
1
Forecasting model
1
Heterogeneous autoregression
1
Implied volatility
1
Index
1
Index number
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
Quasi-maximum likelihood
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Schätzung
1
Share price
1
Sieve estimation
1
Smooth transition
1
Stationarity
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
VIX
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Medeiros, Marcelo C.
Kinnunen, Jyri
3
Qu, Hui
3
Asai, Manabu
2
Banerjee, Snehal
2
Chou, Ray Yeutien
2
Chowdhury, Shah Saeed Hassan
2
Gupta, Rangan
2
Izzeldin, Marwan
2
Li, Dong
2
Ma, Feng
2
Niu, Mengyi
2
Pierdzioch, Christian
2
Pérez, Ana
2
Rahman, M. Arifur
2
Ruiz, Esther
2
Sadique, M. Shibley
2
Zhang, Yaojie
2
Çepni, Oğuzhan
2
Abdeldayem, Marwan Mohamed
1
Abidi, Ilyes
1
Adejumo, Oluwasegun A.
1
Albert, Seno
1
Altin, Hakan
1
Angelovska, Julijana
1
Armeanu, Daniel Ștefan
1
Asemota, Omorogbe J.
1
Assaf, Ata
1
Audrino, Francesco
1
Banulescu-Radu, Denisa
1
Barbaglia, Luca
1
Ben El Hadj Said, Imene
1
Bildirici, Melike
1
Bohl, Martin T.
1
Bollerslev, Tim
1
Bonato, M.
1
Bonato, Matteo
1
Brugal, Ivan
1
Bryan, David B.
1
Brzeszczyński, Janusz
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->