//--> //--> //-->
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:"Asai, Manabu"
~subject:"Korrelation"
~subject:"Schätzung"
~type_genre:"Article in journal"
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:"GARCH-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Schätzung
ARCH model
15
ARCH-Modell
15
Volatility
8
Volatilität
8
Theorie
7
Theory
7
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Estimation
4
Stochastic process
4
Stochastischer Prozess
4
Börsenkurs
3
Correlation
3
Estimation theory
3
Forecasting model
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
Schätztheorie
3
Share price
3
Asymmetry
2
Bayes-Statistik
2
Bayesian inference
2
Handelsvolumen der Börse
2
Leverage effects
2
Markov chain
2
Markov-Kette
2
Multivariate Analyse
2
Multivariate analysis
2
Realized measure
2
Risikomaß
2
Risk measure
2
Spillover effect
2
Spillover-Effekt
2
Stochastic volatility
2
Stochastische Volatilität
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Asai, Manabu
Kumar, Dilip
21
Gupta, Rangan
18
Ma, Feng
16
Hamori, Shigeyuki
15
Bouri, Elie
13
McAleer, Michael
12
Tiwari, Aviral Kumar
12
Yoon, Seong-min
12
Chiang, Thomas C.
11
Malik, Farooq
11
Floros, Christos
10
Huang, Zhuo
10
Wu, Xinyu
10
Bahmani-Oskooee, Mohsen
9
Brooks, Robert
9
Chen, Cathy W. S.
9
Degiannakis, Stavros
9
Engle, Robert F.
9
Tsui, Albert K.
9
Caporin, Massimiliano
8
Francq, Christian
8
Kang, Sang Hoon
8
Nonejad, Nima
8
Wei, Yu
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Zhang, Zhaoyong
8
Živkov, Dejan
8
Antonakakis, Nikolaos
7
Balcilar, Mehmet
7
Demirer, Rıza
7
Guesmi, Khaled
7
Lee, Chien-chiang
7
Lyócsa, Štefan
7
Molnár, Peter
7
Nguyen, Duc Khuong
7
Padhi, Puja
7
Paolella, Marc S.
7
Shi, Yanlin
7
more ...
less ...
Published in...
All
Computational economics
1
Econometric reviews
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of forecasting
1
Journal of time series econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
4
Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
5
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
6
Heterogeneous asymmetric dynamic conditional correlation model with stock return and range
Asai, Manabu
- In:
Journal of forecasting
32
(
2013
)
5
,
pp. 469-480
Persistent link: https://www.econbiz.de/10009788806
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->