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subject:"Volatility"
subject:"Yield curve"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Volatility
Yield curve
Estimation
Prognoseverfahren
Stochastic process
Schätzung
152
Volatilität
85
ARCH model
49
ARCH-Modell
49
Stochastischer Prozess
39
Forecasting model
38
Welt
37
World
37
Börsenkurs
32
Share price
32
USA
31
United States
31
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Theorie
22
Theory
22
International tourism
21
Internationaler Tourismus
21
Risikomaß
20
Risk measure
20
Taiwan
18
Modellierung
17
Scientific modelling
17
Capital market returns
15
Commodity derivative
15
Kapitalmarktrendite
15
Rohstoffderivat
15
Regression analysis
13
Regressionsanalyse
13
Demand
12
Nachfrage
12
Portfolio selection
11
Portfolio-Management
11
Spillover effect
11
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Free
103
Undetermined
11
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Book / Working Paper
114
Article
42
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Working Paper
89
Arbeitspapier
88
Graue Literatur
86
Non-commercial literature
86
Article in journal
41
Aufsatz in Zeitschrift
41
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1
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1
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Language
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English
Undetermined
3
Author
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McAleer, Michael
Caporale, Guglielmo Maria
369
Gil-Alaña, Luis A.
264
Gupta, Rangan
252
Wagner, Joachim
247
Belke, Ansgar
228
Schneider, Friedrich
191
Pesaran, M. Hashem
182
Heckman, James J.
177
Bahmani-Oskooee, Mohsen
162
Buch, Claudia M.
141
Narayan, Paresh Kumar
135
Woessmann, Ludger
135
Addison, John T.
133
Schnabel, Claus
124
Cheung, Yin-Wong
121
Bauer, Thomas K.
116
Riphahn, Regina T.
116
Görg, Holger
115
Blundell, Richard W.
113
Herwartz, Helmut
113
Egger, Peter
112
Lechner, Michael
112
Nunnenkamp, Peter
112
Pierdzioch, Christian
112
Berg, Gerard J. van den
108
Van Reenen, John
106
Chinn, Menzie David
102
Dreher, Axel
102
Fitzenberger, Bernd
102
Rycx, François
102
Ours, Jan C. van
100
Chang, Tsangyao
99
Dreger, Christian
98
Winter-Ebmer, Rudolf
97
Marcellino, Massimiliano
96
Fritsch, Michael
95
Puhani, Patrick A.
95
Wohar, Mark E.
95
MacDonald, Ronald
94
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Institution
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University of Canterbury / Dept. of Economics and Finance
5
Department of Economics and Finance, College of Business and Economics
1
University of Western Australia / Department of Economics
1
Published in...
All
Econometric Institute research papers
38
Working paper
26
Discussion paper / Tinbergen Institute
18
Applied economics
4
Econometric reviews
4
Journal of risk and financial management : JRFM
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
International review of economics & finance : IREF
3
Journal of econometrics
3
Applied financial economics
2
International journal of forecasting
2
Journal of macroeconomics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Working papers in economics and econometrics
2
Annals of financial economics
1
Econometrics : open access journal
1
Economies : open access journal
1
Energy economics
1
Handbook of applied econometrics and statistical inference
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Korean economic review
1
Tinbergen Institute Discussion Paper
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
154
EconStor
1
RePEc
1
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41
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
42
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
43
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
44
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009765843
Saved in:
45
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
46
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2013
Persistent link: https://www.econbiz.de/10009784942
Saved in:
47
Coercive journal self citations, impact factor, journal influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10010354359
Saved in:
48
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
49
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
50
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
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