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person:"McAleer, Michael"
~isPartOf:"Econometric reviews"
~person:"Caballero, Ricardo J."
~person:"Sala, Carlo"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Schätzung
Volatility
14
Volatilität
14
Theorie
8
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7
Stochastischer Prozess
7
Estimation
5
Multivariate Analyse
4
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1982-2004
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McAleer, Michael
Caballero, Ricardo J.
Sala, Carlo
Asai, Manabu
3
Chan, Joshua
2
Jawadi, Fredj
2
Meyer, Renate
2
Teräsvirta, Timo
2
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Caporin, Massimiliano
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Ftiti, Zied
1
Glickman, Mark E.
1
Jungbacker, Borus
1
Kolossiatis, Michalis
1
Koopman, Siem Jan
1
Li, Yuyi
1
Long, Yonghong
1
Louhichi, Waël
1
Maasoumi, Esfandiar
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Nakajima, Jouchi
1
Nualart, Eulalia
1
Omori, Yasuhiro
1
Paruolo, Paolo
1
Peng, Siyang
1
Philipov, Alexander
1
Poon, Aubrey
1
Psaradakis, Zacharias G.
1
Shaojun, Guo
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Econometric reviews
Journal of econometrics
4
International review of economics & finance : IREF
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied economics
1
Econometrics : open access journal
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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The Korean economic review
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ECONIS (ZBW)
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
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:
3
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:
4
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:
5
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:
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