//--> //--> //-->
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:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporin, Massimiliano"
~subject:"asymmetry"
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:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
asymmetry
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Börsenkurs
1
CDS
1
Conditional volatility models
1
Correlation
1
Credit derivative
1
Estimation
1
GARCH models
1
HAR-V-J
1
Korrelation
1
Kreditderivat
1
Modellierung
1
Schätzung
1
Scientific modelling
1
Share price
1
Time series analysis
1
Zeitreihenanalyse
1
comovement
1
contagion
1
dynamic correlations
1
leverage
1
realized range
1
volatility jumps
1
volatility thresholds
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Caporin, Massimiliano
Allen, David E.
1
Costola, Michele
1
Hamori, Shigeyuki
1
Kandemir Kocaaslan, Ozge
1
Liu, Qing
1
McAleer, Michael
1
Miyazaki, T.
1
Powell, Robert
1
Rashid, Abdul
1
Singh, Abhay Kumar
1
Sui, Cong
1
Wang, Shouyang
1
more ...
less ...
Published in...
All
Applied economics
International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->