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subject:"Kapitaleinkommen"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Savickas, Robert"
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Kapitaleinkommen
Estimation
30
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30
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14
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14
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1996-2009
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McAleer, Michael
Savickas, Robert
Guo, Hui
4
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3
Białkowski, Je̜drzej
2
Guidolin, Massimo
2
Harris, Richard D. F.
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Kapetanios, George
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Kayal, Parthajit
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Ono, Sadayuki
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1
Anagnostopoulos, Alexios
1
Asai, Manabu
1
Asai, Manuabu
1
Atesagaoglu, Orhan Erem
1
Attanasio, Orazio P.
1
Baillie, Richard
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Bartholdy, Jan
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ECONIS (ZBW)
7
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1
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
2
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
3
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
4
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003740047
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
6
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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