//--> //--> //--> //-->
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
source:"econis"
subject:"Schätztheorie"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"McAleer, Michael"
~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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
Theory
13
Volatility
8
Volatilität
8
Stochastic process
6
Stochastischer Prozess
6
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Zeitreihenanalyse
2
1999-2007
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Asymmetry
1
Bias
1
Börsenkurs
1
Capital market returns
1
Diffusion process
1
Einheitswurzeltest
1
Exchange rate
1
GARCH
1
Kapitalmarktrendite
1
Kruskal theorem
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Rational expectations
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
13
Author
All
Asai, Manabu
McAleer, Michael
Maasoumi, Esfandiar
13
Taylor, Robert
9
Baltagi, Badi H.
8
Franses, Philip Hans
8
Phillips, Peter C. B.
8
Ullah, Aman
8
Pesaran, M. Hashem
7
Spanos, Aris
7
Geweke, John
6
Li, Qi
6
An, Sungbae
5
Cavaliere, Giuseppe
5
Kilian, Lutz
5
Kumbhakar, Subal
5
Psaradakis, Zacharias G.
5
Schmidt, Peter
5
Schorfheide, Frank
5
Andreou, Elena
4
Caner, Mehmet
4
Dijk, Herman K. van
4
Fiebig, Denzil G.
4
Godfrey, L. G.
4
King, Maxwell L.
4
Medeiros, Marcelo C.
4
Orme, Chris D.
4
Soofi, Ehsan S.
4
Westerlund, Joakim
4
Yu, Jun
4
Zellner, Arnold
4
Bera, Anil K.
3
Bordignon, Silvano
3
Caporin, Massimiliano
3
Chang, Yoosoon
3
Chiarella, Carl
3
Cribari-Neto, Francisco
3
Dagum, Estela Bee
3
Davidson, Russell
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Econometric reviews
Econometric Institute research papers
25
Working paper
23
Discussion paper / Tinbergen Institute
18
Working papers in quantitative economics and econometrics
13
Journal of econometrics
12
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Working papers in economics and econometrics
8
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Econometrics : open access journal
3
Journal of applied econometrics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied economics letters
2
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
International journal of forecasting
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Computational economics
1
Contributions to economic analysis
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economies : open access journal
1
Energy economics
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
IMES discussion paper series / Englische Ausgabe
1
International economic review
1
International journal of economic theory
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
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
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:
5
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:
6
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:
7
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
8
Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
Saved in:
9
Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
Saved in:
10
Testing for serial correlation in the presence of stochastic volatility
Asai, Manabu
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 321-337
Persistent link: https://www.econbiz.de/10001557972
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->