Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Search
Search in:
All of EconStor
Tinbergen Institute, Amsterdam and Rotterdam
Tinbergen Institute Discussion Papers
for
Current filters:
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Session
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Session
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-10 of 13.
Back
1
2
Next
Item hits:
Year of Publication
Title
Author(s)
2016
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
2015
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
2016
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
2013
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
2017
Forecasting the Volatility of Nikkei 225 Futures
Asai, Manabu
;
McAleer, Michael
2017
Realized Stochastic Volatility with General Asymmetry and Long Memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
2017
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
Asai, Manabu
;
McAleer, Michael
;
Peiris, Shelton
2016
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
Asai, Manabu
;
McAleer, Michael
2013
A Fractionally Integrated Wishart Stochastic Volatility Model
Asai, Manabu
;
McAleer, Michael
2018
Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Asai, Manabu
;
McAleer, Michael
Author
2
Chang, Chia-Lin
2
Peiris, Shelton
1
Caporin, Massimiliano
year of Publication
1
2018
3
2017
4
2016
1
2015
1
2014
3
2013