//--> //--> //-->
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:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Großbritannien"
~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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Großbritannien
Volatilität
Estimation
3
Schätzung
3
Volatility
3
Leverage effects
2
Multivariate stochastic volatility
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
1975-1998
1
Capital income
1
Dimension reduction
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Forecasting model
1
Long memory
1
Multifactor model
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Patent
1
Prognoseverfahren
1
Realized volatility
1
Time series analysis
1
USA
1
United States
1
Wishart process
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McAleer, Michael
Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Fan, Jianqing
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Park, Joon Y.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
21
Working paper
13
Discussion paper / Tinbergen Institute
10
Econometric reviews
4
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied economics
1
Econometrics : open access journal
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->