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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Theorie"
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Schätztheorie
Schätzung
Theorie
Theory
24
Time series analysis
9
Zeitreihenanalyse
9
Volatility
7
Volatilität
7
Estimation
5
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5
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Asai, Manabu
Franses, Philip Hans
McAleer, Michael
Baltagi, Badi H.
19
Kumbhakar, Subal
13
Maasoumi, Esfandiar
13
Phillips, Peter C. B.
10
Taylor, Robert
9
Pesaran, M. Hashem
8
Raj, Baldev
8
Ullah, Aman
8
Li, Qi
7
Spanos, Aris
7
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6
Proietti, Tommaso
6
Tran, Kien C.
6
An, Sungbae
5
Biørn, Erik
5
Cavaliere, Giuseppe
5
Fiebig, Denzil G.
5
Gupta, Rangan
5
Hendry, David F.
5
Kilian, Lutz
5
King, Maxwell L.
5
Kunst, Robert M.
5
Pirotte, Alain
5
Psaradakis, Zacharias G.
5
Schmidt, Peter
5
Schorfheide, Frank
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Sickles, Robin C.
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Stengos, Thanasēs
5
Westerlund, Joakim
5
Andreou, Elena
4
Bierens, Herman J.
4
Caner, Mehmet
4
Dijk, Herman K. van
4
Egger, Peter
4
Godfrey, L. G.
4
Kelejian, Harry H.
4
Krämer, Walter
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Econometric reviews
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Journal of applied econometrics
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working papers in economics and econometrics
8
Econometric theory
5
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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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Macroeconomic dynamics
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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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1
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
2
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
3
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:
4
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:
5
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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