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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"McAleer, Michael"
~person:"Schorfheide, Frank"
~subject:"Theorie"
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Schätztheorie
Theorie
Theory
35
Volatility
13
Volatilität
13
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
9
Zeitreihenanalyse
9
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8
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8
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35
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Asai, Manabu
McAleer, Michael
Schorfheide, Frank
Phillips, Peter C. B.
44
Maasoumi, Esfandiar
21
Pesaran, M. Hashem
21
Lee, Lung-fei
19
Yu, Jun
19
Gouriéroux, Christian
18
Koop, Gary
18
Taylor, Robert
18
Linton, Oliver
17
Schmidt, Peter
17
Swanson, Norman R.
17
Baltagi, Badi H.
16
Ghysels, Eric
16
Li, Qi
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
Geweke, John
12
Lütkepohl, Helmut
12
Renault, Eric
12
Ullah, Aman
12
Aït-Sahalia, Yacine
11
Dijk, Herman K. van
11
Hsiao, Cheng
11
King, Maxwell L.
11
Park, Joon Y.
11
Timmermann, Allan
11
Whang, Yoon-jae
11
White, Halbert
11
Barnett, William A.
10
Corradi, Valentina
10
Ng, Serena
10
Sickles, Robin C.
10
Spanos, Aris
10
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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18
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15
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14
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13
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13
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11
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10
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10
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8
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8
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7
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5
Econometric theory
5
Journal of applied econometrics
5
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
The American economic review
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
American economic journal : a journal of the American Economic Association
2
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2
Applied economics letters
2
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
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Economics letters
2
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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
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
4
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:
5
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:
6
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
7
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
8
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
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
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