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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Theorie"
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Schätztheorie
Estimation
Theorie
Theory
20
Volatility
7
Volatilität
7
Time series analysis
6
Zeitreihenanalyse
6
Stochastic process
5
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Asai, Manabu
Franses, Philip Hans
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
Kilian, Lutz
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
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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
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Econometric reviews
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
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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
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
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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
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Contributions to financial econometrics : theoretical and practical issues
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ECONIS (ZBW)
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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
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:
9
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:
10
Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
Saved in:
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