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~person:"Asai, Manabu"
~subject:"Volatilität"
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Volatilität
Autocorrelation
2
Autokorrelation
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Volatility
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ARCH model
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ARCH-Modell
1
Brasilien
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Brazil
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Börsenkurs
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Asai, Manabu
Bollerslev, Tim
7
Calvet, Laurent E.
5
Andersen, Torben
4
Clark, Todd E.
4
Fisher, Adlai
4
Koopman, Siem Jan
4
Ravazzolo, Francesco
4
Banerjee, Snehal
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Barbaglia, Luca
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Bohl, Martin T.
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Bonato, Matteo
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Brzeszczyński, Janusz
3
Chou, Ray Yeutien
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Cordis, Adriana S.
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Croux, Christophe
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Diebold, Francis X.
3
Izzeldin, Marwan
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Kinnunen, Jyri
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Kirby, Chris
3
Lanne, Markku
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Medeiros, Marcelo C.
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Nielsen, Jens Perch
3
Qu, Hui
3
Steinmetz, Alexander
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Wilms, Ines
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Caporin, Massimiliano
2
Carnero, M. Angeles
2
Chen, Carl R.
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Chen, Yan
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Chowdhury, Shah Saeed Hassan
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Dobrescu, Emilian
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Fisher, Adlai J.
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Gu, Anthony Yanxiang
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Gupta, Rangan
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Henke, Harald
2
Hizmeri, Rodrigo
2
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Journal of empirical finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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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:
2
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
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