//--> //--> //-->
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
isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Theorie"
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:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Lohnstruktur
Forecasting model
Theorie
Estimation
9
Schätzung
9
Volatility
7
Volatilität
7
Capital income
3
Kapitaleinkommen
3
Prognoseverfahren
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Leverage effects
2
Multivariate stochastic volatility
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Theory
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
12-Month variance futures
1
1975-1998
1
1980-1997
1
1996-2009
1
3-Month variance futures
1
Aktienindex
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Dimension reduction
1
EU countries
1
EU-Staaten
1
East Asia
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
McAleer, Michael
Pesaran, M. Hashem
8
Gupta, Rangan
6
Koop, Gary
6
Phillips, Peter C. B.
6
Todorov, Viktor
6
Andersen, Torben
5
Ghysels, Eric
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Clark, Todd E.
4
Dai, Zhifeng
4
Marcellino, Massimiliano
4
Ravazzolo, Francesco
4
Asai, Manabu
3
Baltagi, Badi H.
3
Blundell, Richard W.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Lucas, André
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Shin, Yongcheol
3
Steel, Mark F. J.
3
Su, Liangjun
3
Allen, David E.
2
Andreou, Elena
2
Babii, Andrii
2
Bailey, Natalia
2
Ball, Ryan T.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Billio, Monica
2
Buchinsky, Moshe
2
Caporin, Massimiliano
2
Carriero, Andrea
2
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
School of Accounting, Finance and Economics & FEMARC working paper series
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
14
Working paper
12
Discussion paper / Tinbergen Institute
6
Econometric reviews
3
International journal of forecasting
2
Applied financial economics
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->