//--> //--> //--> //-->
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:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~person:"Corsi, Fulvio"
~subject:"Multivariate Analyse"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
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:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Analyse
Stochastischer Prozess
Time series analysis
Volatility
15
Volatilität
15
Stochastic process
7
Theorie
7
Theory
7
ARCH model
4
ARCH-Modell
4
Estimation
4
Multivariate analysis
4
Schätzung
4
USA
4
United States
4
Zeitreihenanalyse
4
Börsenkurs
2
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Schätztheorie
2
Scientific modelling
2
Share price
2
1982-2004
1
1985-2004
1
1999-2007
1
Air pollution
1
Aktienindex
1
Asymmetry
1
CAPM
1
Capital income
1
Capital market returns
1
Capital structure
1
China
1
Covolatility
1
Diffusion process
1
Emissions trading
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
11
Author
All
McAleer, Michael
Corsi, Fulvio
Asai, Manabu
5
Maasoumi, Esfandiar
4
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Chan, Joshua
2
Dokučaev, Nikolaj G.
2
Gouriéroux, Christian
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Luong, Chuong
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Biswas, Subhojit
1
Bordignon, Silvano
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Catani, Paul
1
Chan, David
1
Chan, Felix
1
Chaussé, Pierre
1
Chen, Qiang
1
De Angelis, Luca
1
more ...
less ...
Published in...
All
Annals of financial economics
Econometric reviews
Discussion paper / Tinbergen Institute
22
Econometric Institute research papers
19
Working paper
14
Journal of econometrics
10
Econometrics : open access journal
3
Applied economics
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Risks : open access journal
2
The econometrics journal
2
CFS working paper series
1
Computational economics
1
Economics letters
1
Energy economics
1
Finance research letters
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
LEM working paper series
1
Managerial finance
1
Quaderni del Dipartimento di economia politica e statistica
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Swiss Finance Institute Research Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
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:
4
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
5
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
6
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
7
The volatility of realized volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
Saved in:
8
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
9
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
10
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->