//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"McAleer, Michael"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Forecasting model
5
Prognoseverfahren
5
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Basel Accord
3
Basler Akkord
3
Econometrics
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Schätzung
3
Ökonometrie
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Estimation theory
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Option trading
2
Optionsgeschäft
2
Robust statistics
2
Robustes Verfahren
2
Schätztheorie
2
Statistical distribution
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
17
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Konferenzschrift
1
Language
All
English
20
Author
All
McAleer, Michael
Phillips, Peter C. B.
63
Linton, Oliver
36
Lee, Lung-fei
32
Robinson, Peter M.
25
Chen, Songnian
23
Gouriéroux, Christian
23
Pesaran, M. Hashem
23
Swanson, Norman R.
23
Yu, Jun
23
Aït-Sahalia, Yacine
22
Su, Liangjun
22
Koop, Gary
21
Taylor, Robert
21
Chen, Xiaohong
20
Hsiao, Cheng
20
Li, Qi
20
Park, Joon Y.
20
White, Halbert
20
Gao, Jiti
19
Ghysels, Eric
19
Baltagi, Badi H.
18
Renault, Eric
18
Xiao, Zhijie
18
Schmidt, Peter
17
Tauchen, George Eugene
17
Todorov, Viktor
17
Cai, Zongwu
16
Fan, Yanqin
16
Granger, C. W. J.
16
Lewbel, Arthur
16
Timmermann, Allan
16
Chib, Siddhartha
15
Corradi, Valentina
15
Koopman, Siem Jan
15
Kumbhakar, Subal
15
Sun, Yixiao
15
Tsionas, Efthymios G.
15
Andrews, Donald W. K.
14
Bai, Jushan
14
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Applied financial economics
Journal of econometrics
Journal of forecasting
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
40
Working paper
36
Working papers in economics and econometrics
27
Working papers in quantitative economics and econometrics
27
Econometric reviews
14
Journal of economic surveys
13
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
8
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Institute of Social and Economic Research
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
Econometric theory
4
Econometrics : open access journal
4
International review of economics & finance : IREF
4
KIER Working Papers
4
Risks : open access journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Papers in Economics
4
Annals of financial economics
3
Applied economics
3
Econometric Institute Research Papers
3
Economics letters
3
Energy economics
3
Journal of applied econometrics
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
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Discussion paper
2
Documentos de Trabajo del ICAE
2
International journal of forecasting
2
Journal of time series econometrics
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
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:
3
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
6
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:
7
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:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
9
Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 100-111
Persistent link: https://www.econbiz.de/10009374482
Saved in:
10
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->