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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers in economics and econometrics"
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~subject:"Theorie"
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Schätztheorie
Börsenkurs
Theorie
Theory
32
Volatility
11
Volatilität
11
Stochastic process
9
Stochastischer Prozess
9
Statistical theory
7
Statistische Methodenlehre
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Statistical test
4
Statistischer Test
4
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4
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3
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2
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2
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2
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Intellectual property rights
2
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2
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2
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2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
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2
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2
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2
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Article
21
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11
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23
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23
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8
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8
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2
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2
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2
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2
Non-commercial literature
2
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2
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1
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1
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1
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English
32
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McAleer, Michael
Phillips, Peter C. B.
44
Pesaran, M. Hashem
23
Maasoumi, Esfandiar
21
Koop, Gary
19
Lee, Lung-fei
19
Yu, Jun
19
Gouriéroux, Christian
18
Grant, Simon
18
Taylor, Robert
18
Linton, Oliver
17
Schmidt, Peter
17
Swanson, Norman R.
17
Baltagi, Badi H.
16
Ghysels, Eric
16
Li, Qi
15
Quiggin, John C.
15
Granger, C. W. J.
14
Steel, Mark F. J.
14
Xiao, Zhijie
14
Diebold, Francis X.
13
Franses, Philip Hans
13
Kumbhakar, Subal
13
Chib, Siddhartha
12
Dijk, Herman K. van
12
Geweke, John
12
Lütkepohl, Helmut
12
Menezes, Flávio Marques
12
Renault, Eric
12
Ullah, Aman
12
Apps, Patricia
11
Aït-Sahalia, Yacine
11
Hsiao, Cheng
11
Jones, Chris
11
King, Maxwell L.
11
Park, Joon Y.
11
Schorfheide, Frank
11
Timmermann, Allan
11
Whang, Yoon-jae
11
White, Halbert
11
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Econometric reviews
Journal of econometrics
Working papers in economics and econometrics
Econometric Institute research papers
25
Working paper
23
Discussion paper / Tinbergen Institute
18
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
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4
Econometric theory
4
Journal of risk and financial management : JRFM
4
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
Applied economics
2
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
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2
International journal of forecasting
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International economic review
1
International journal of economic theory
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
L' Actualité économique : revue trimest.
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ECONIS (ZBW)
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
6
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
9
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:
10
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:
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