//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economic modelling"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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:
Narrow search
Delete all filters
| 24 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Estimation
Financial crisis
Theorie
Time series analysis
USA
Volatility
Welt
Volatilität
14
Theory
13
Stochastic process
7
Stochastischer Prozess
7
Estimation theory
4
Multivariate Analyse
4
Multivariate analysis
4
Schätztheorie
4
Schätzung
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
United States
3
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Interest rate
2
Korrelation
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risiko
2
Risk
2
Scientific modelling
2
Share price
2
Zins
2
1982-2004
1
1999-2007
1
5YD2
1
Aktienindex
1
Article Influence
1
Asymmetry
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
20
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Collection of articles written by one author
Forschungsbericht
Sammlung
Übersichtsarbeit
Aufsatz in Zeitschrift
21
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
more ...
less ...
Language
All
Modern Greek (1453-)
English
Ancient Greek (to 1453)
Croatian
Dutch
Serbian
Author
All
Lien, Da-hsiang Donald
McAleer, Michael
Maasoumi, Esfandiar
21
Afonso, Oscar
12
Arouri, Mohamed
12
Baltagi, Badi H.
12
Anwar, Sajid
11
Jawadi, Fredj
11
Narayan, Paresh Kumar
11
Pesaran, M. Hashem
11
Taylor, Robert
11
Lee, Chien-chiang
10
Li, Qi
10
Phillips, Peter C. B.
10
Franses, Philip Hans
9
Gupta, Rangan
9
Ma, Feng
9
Shahbaz, Muhammad
9
Spanos, Aris
9
Ullah, Aman
9
Caporale, Guglielmo Maria
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Kumbhakar, Subal
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Whalley, John
8
Yang, Chunpeng
8
Zhang, Yaojie
8
Chang, Chun Ping
7
Chen, Shyh-Wei
7
Chevallier, Julien
7
Dagum, Estela Bee
7
Medeiros, Marcelo C.
7
Mignon, Valérie
7
Minford, Patrick
7
Nguyen, Duc Khuong
7
Sharma, Susan Sunila
7
Sousa, Ricardo M.
7
Teräsvirta, Timo
7
Westerlund, Joakim
7
more ...
less ...
Published in...
All
Econometric reviews
Economic modelling
The journal of futures markets
44
International review of economics & finance : IREF
22
Applied economics
18
Journal of econometrics
17
Journal of economic surveys
15
Journal of risk and financial management : JRFM
15
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
8
International review of financial analysis
8
Applied financial economics
7
Economics letters
7
Annals of financial economics
6
Finance research letters
6
Journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Econometrics : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Econometric theory
4
International journal of forecasting
4
Journal of economics and finance
4
Risks : open access journal
4
Tourism economics : the business and finance of tourism and recreation
4
Applied economics letters
3
Contributions to financial econometrics : theoretical and practical issues
3
Journal of applied econometrics
3
Review of quantitative finance and accounting
3
Advances in quantitative analysis of finance and accounting : a research annual
2
International journal of business and economics
2
Issues in finance : credit, crises and policies
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of population economics
2
Journal of regulatory economics
2
Oxford bulletin of economics and statistics
2
Pacific economic review
2
Pacific-Basin finance journal
2
Quantifying consumer preferences
2
Research in finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
2
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
3
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
4
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
5
Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
- In:
Economic modelling
52
(
2016
),
pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
Saved in:
6
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
7
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
8
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
9
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
10
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->