//--> //--> //-->
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
subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Volatilität"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Agency theory
Moral Hazard
Volatilität
Theorie
12
Theory
12
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Volatility
4
Zeitreihenanalyse
4
Econometrics
3
Ökonometrie
3
Capital income
2
Estimation
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Capital market returns
1
Consumer demand theory
1
Correlation
1
Demand system
1
Derivat
1
Derivative
1
Dimension reduction
1
Dynamic covariance matrix
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Nielsen, Morten Ørregaard
3
Yu, Jun
3
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Poon, Aubrey
2
Rahbek, Anders
2
Schorfheide, Frank
2
Shephard, Neil G.
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Urga, Giovanni
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper
9
Discussion paper / Tinbergen Institute
8
Econometric reviews
7
Econometric Institute research papers
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International journal of economic theory
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->