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person:"McAleer, Michael"
~isPartOf:"Econometric reviews"
~person:"Caballero, Ricardo J."
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Volatilität
Volatility
13
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
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3
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English
13
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McAleer, Michael
Caballero, Ricardo J.
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cartea, Álvaro
1
Catani, Paul
1
Chan, David
1
Chan, Felix
1
Chaussé, Pierre
1
Chen, Qiang
1
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Econometric reviews
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Energy economics
4
International review of economics & finance : IREF
4
Econometrics : open access journal
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Journal of monetary economics
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Econometric theory
1
Economia : journal of the Latin American and Caribbean Economic Association
1
Economics letters
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Estudios de economía
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international economics
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Journal of political economy
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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The Japanese economic review : the journal of the Japanese Economic Association
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The journal of futures markets
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ECONIS (ZBW)
13
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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
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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
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:
6
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:
7
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
8
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
9
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
10
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:
1
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