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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~subject:"Capital market returns"
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Schätztheorie
Capital market returns
Theorie
13
Theory
13
Volatility
7
Volatilität
7
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5
Stochastischer Prozess
5
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1999-2007
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Krämer, Walter
McAleer, Michael
Bera, Anil K.
3
King, Maxwell L.
3
Baltagi, Badi H.
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Hendry, David F.
2
Jensen, Mark J.
2
Knight, John L.
2
Lütkepohl, Helmut
2
Ohtani, Kazuhiro
2
Schmidt, Peter
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Spanos, Aris
2
Srivastava, Anil K.
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Srivastava, Virendra K.
2
Steel, Mark F. J.
2
Ullah, Aman
2
Wooldridge, Jeffrey M.
2
Adkins, Lee Chester
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Bartels, Robert
1
Benkwitz, Alexander
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Berndt, Ernst R.
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Bewley, Ronald A.
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Bresson, Georges
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Brooks, Robert
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Bun, Maurice J. G.
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Econometric reviews
Economics letters
6
Working papers in quantitative economics and econometrics
5
Discussion paper / Institute of Social and Economic Research
3
Journal of econometrics
3
The review of economics and statistics
3
Applied economics
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Institute of Social and Economic Research
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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The Japanese economic review : the journal of the Japanese Economic Association
2
Working papers in economics and econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Discussion paper / Center for Economic Research, Tilburg University
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Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
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Econometric analysis of financial markets
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
International economic review
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Journal of macroeconomics
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
L' Actualité économique : revue trimest.
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Oxford bulletin of economics and statistics
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RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in empirical economics
1
The economic record : er
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The review of economic studies
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Universität Dortmund / Research Paper
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Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
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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
The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
Saved in:
3
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
4
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
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