//--> //--> //-->
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:"Econometric Institute research papers"
~subject:"Maximum likelihood estimation"
~subject:"Stochastische Volatilität"
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:"Korrelationskoeffizient"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
Stochastische Volatilität
Correlation
8
Korrelation
8
ARCH model
2
ARCH-Modell
2
Dynamic econometrics
2
Dynamische Ökonometrie
2
Hedging
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Spillover effect
2
Spillover-Effekt
2
Stated representation, Derived model, Assumed properties, Asymptotic properties
2
Statistical method
2
Statistische Methode
2
Theorie
2
Theory
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital market returns
1
DCC model
1
Futures
1
Kapitalmarktrendite
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum-Likelihood-Schätzung
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Spot market
1
Spotmarkt
1
Stationarity
1
Stationarität
1
Stochastic volatility
1
USA
1
United States
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
McAleer, Michael
Asai, Manabu
1
Chang, Chia-Lin
1
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->