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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~subject:"Theorie"
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Schätztheorie
Theorie
Theory
34
Volatility
10
Volatilität
10
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
ARCH-Modell
8
Estimation theory
8
Estimation
5
Schätzung
5
Stochastic process
5
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English
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Asai, Manabu
Franses, Philip Hans
McAleer, Michael
Phillips, Peter C. B.
43
Taylor, Robert
20
Pesaran, M. Hashem
19
Saikkonen, Pentti
18
Linton, Oliver
17
Baltagi, Badi H.
16
Lee, Lung-fei
15
Xiao, Zhijie
14
Lütkepohl, Helmut
13
Maasoumi, Esfandiar
13
Li, Qi
12
Andrews, Donald W. K.
11
Ullah, Aman
11
Florens, Jean-Pierre
10
Leybourne, Stephen James
10
Lieberman, Offer
10
Lucas, André
10
Park, Joon Y.
10
Perron, Pierre
10
Wang, Qiying
10
White, Halbert
10
Abadir, Karim Maher
9
Cavaliere, Giuseppe
9
Hong, Yongmiao
9
Jong, Robert M. de
9
Kilian, Lutz
9
MacKinnon, James G.
9
Pötscher, Benedikt M.
9
Robinson, Peter M.
9
Wooldridge, Jeffrey M.
9
Anatolyev, Stanislav
8
Bierens, Herman J.
8
Gouriéroux, Christian
8
Horváth, Lajos
8
Johansen, Søren
8
Kiefer, Nicholas Maximilian
8
Koop, Gary
8
Koopman, Siem Jan
8
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Econometric reviews
Econometric theory
Journal of applied econometrics
Econometric Institute research papers
65
Discussion paper / Tinbergen Institute
40
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Working paper
23
Journal of econometrics
17
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Economics letters
13
Working papers in quantitative economics and econometrics
13
ERIM report series research in management
12
International journal of forecasting
11
Journal of economic surveys
11
Journal of forecasting
11
Discussion paper / Institute of Social and Economic Research
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working papers in economics and econometrics
8
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Applied economics
4
Applied economics letters
4
Discussion papers / Institute of Social and Economic Research
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
Rotterdam Institute for Business Economic Studies
4
The review of economics and statistics
4
Applied financial economics
3
Macroeconomic dynamics
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
The economic journal : the journal of the Royal Economic Society
3
Advanced texts in econometrics
2
Computational economics
2
Contributions to financial econometrics : theoretical and practical issues
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ECONIS (ZBW)
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34
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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
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
Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.
;
Franses, Philip Hans
;
Groenen, …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
Saved in:
5
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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
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:
8
Convergence of productivity : a comment
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
7
,
pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
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
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
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