//--> //--> //--> //-->
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:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"McAleer, Michael"
~subject:"Multivariate Analyse"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Multivariate Analyse
Theorie
Theory
25
Time series analysis
10
Zeitreihenanalyse
10
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Estimation theory
4
Schätzung
4
Forecasting model
3
Großbritannien
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
United Kingdom
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Correlation
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Sampling
2
Stichprobenerhebung
2
1955-1988
1
1973-2008
1
1992-2002
1
1999-2007
1
Asymmetry
1
Bias
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Bibliografie enthalten
2
Bibliography included
2
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
25
Author
All
Asai, Manabu
Franses, Philip Hans
Kilian, Lutz
McAleer, Michael
Maasoumi, Esfandiar
13
Taylor, Robert
9
Baltagi, Badi H.
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
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
Zellner, Arnold
4
Bera, Anil K.
3
Bordignon, Silvano
3
Caporin, Massimiliano
3
Chang, Yoosoon
3
Cribari-Neto, Francisco
3
Dagum, Estela Bee
3
Davidson, Russell
3
Gao, Jiti
3
Gospodinov, Nikolaj
3
Gouriéroux, Christian
3
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
65
Discussion paper / Tinbergen Institute
42
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
19
Discussion paper / Centre for Economic Policy Research
18
Working papers / University of Michigan, Department of Economics
15
Economics letters
14
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working papers in quantitative economics and econometrics
13
ERIM report series research in management
12
Journal of applied econometrics
12
Journal of forecasting
12
International journal of forecasting
11
Journal of economic surveys
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The review of economics and statistics
7
Econometric theory
6
CFS working paper series
5
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Working paper series / European Central Bank ; Eurosystem
5
Applied economics
4
Applied economics letters
4
CESifo working papers
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 risk and financial management : JRFM
4
Macroeconomic dynamics
4
Rotterdam Institute for Business Economic Studies
4
Staff working paper / Bank of Canada
4
Applied financial economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
25
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
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
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->