//--> //--> //-->
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:"Computational economics"
~person:"McAleer, Michael"
~person:"Paolella, Marc S."
~subject:"ARCH-Modell"
~subject:"United States"
~subject:"Welt"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
United States
Welt
ARCH model
1
Asymmetry
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo method
1
Bayesian inference
1
Capital market returns
1
Kapitalmarktrendite
1
Markov chain
1
Markov-Kette
1
Matrix-exponential
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate GARCH
1
Realized measure
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Paolella, Marc S.
Chen, Cathy W. S.
4
Asai, Manabu
2
Fabozzi, Frank J.
2
Songsak Sriboonchitta
2
Su, Ender
2
Afuecheta, Emmanuel
1
Aguayo-Moreno, Ester
1
Arunachalam, Viswanathan
1
Ballini, Rosangela
1
Bassil, Charbel
1
Battaglia, Francesco
1
Baz, Roland
1
Belhachemi, Rachid
1
Bianchi, Michele Leonardo
1
Bondon, Pascal
1
Bouri, Elie
1
Buczynski, Mateusz
1
Caldeira, João F.
1
Casas, Isabel
1
Chang, Kuang-Liang
1
Chen, Muyan
1
Chen, Shu-yu
1
Chen, Ting-Hsuan
1
Cheung, Yin-Wong
1
Chlebus, Marcin
1
Chung, Sang-Kuck
1
Cristobal-Fransi, Eduard
1
Dai, Xingyu
1
Danilevicz, Ian M.
1
Dharmaraja, Selvamuthu
1
Diamantopoulos, K.
1
Dong, Manh Cuong
1
Du, Guan-Ting
1
Essaadi, Essahbi
1
Fan, Pengying
1
Feng, Xuejie
1
Ftiti, Zied
1
García‑Medina, Andrés
1
Ghosh, Indranil
1
Goel, Anubha
1
more ...
less ...
Published in...
All
Computational economics
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
32
Working paper
29
Research paper series / Swiss Finance Institute
8
CFS working paper series
7
Swiss Finance Institute Research Paper
7
Discussion paper / Institute of Social and Economic Research
6
Econometrics : open access journal
6
Journal of econometrics
6
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Econometric reviews
3
Econometric theory
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Annals of financial economics
2
Finance research letters
2
International journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Economia : revista da ANPEC
1
Economics letters
1
Handbook of heavy tailed distributions in finance
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of time series econometrics
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantifying consumer preferences
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->