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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Volatility
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Engle, Robert F.
McAleer, Michael
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
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Koopman, Siem Jan
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
2
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
3
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
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