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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
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7
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2
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2
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2
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28.08.1988
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Bollerslev, Tim
McAleer, Michael
Franses, Philip Hans
3
Hansen, Peter Reinhard
3
Laurent, Sébastien
3
Bauwens, Luc
2
Chen, Yi-ting
2
Lunde, Asger
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Journal of applied econometrics
Journal of econometrics
14
Journal of financial economics
5
Econometric reviews
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Econometrics : open access journal
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Journal of economic surveys
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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NBER reporter online
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Symposium on forecasting and empirical methods in macroeconomics and finance
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1
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
2
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
3
Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
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