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Search: subject:"Volatility component"
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ARCH-Modell
11
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10
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Volatilität
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Principal Component Analysis
7
asymptotic properties
7
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long-term volatility
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volatility component model
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volatility persistence
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11
Discussion of “Principal
Volatility
Component
Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
Tinbergen Instituut
-
2014
This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal
Volatility
Component
Analysis”. The key …
Persistent link: https://www.econbiz.de/10011257320
Saved in:
12
Discussion of “Principal
Volatility
Component
Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal
Volatility
Component
Analysis”. The key …
Persistent link: https://www.econbiz.de/10010795051
Saved in:
13
Discussion of “Principal
Volatility
Component
Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2014
__Abstract__ This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal
Volatility
Component
…
Persistent link: https://www.econbiz.de/10011149300
Saved in:
14
Discussion of "Principal
Volatility
Component
Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
This note discusses some aspects of the paper by Hu and Tsay (2014), "Principal
Volatility
Component
Analysis". The key …
Persistent link: https://www.econbiz.de/10010250536
Saved in:
15
Discussion of "Principal
Volatility
Component
Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
16
Discussion of "principal
volatility
component
analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
Saved in:
17
Discussion of “Principal
Volatility
Component
Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2014
This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal
Volatility
Component
Analysis”. The key …
Persistent link: https://www.econbiz.de/10010907420
Saved in:
18
Principal
volatility
component
analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
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