//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Asai, Manabu"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Theorie
2
Theory
2
USA
2
United States
2
1999-2007
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Diffusion process
1
Hong Kong
1
Hongkong
1
Japan
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Stock index
1
Time series analysis
1
Zeitreihenanalyse
1
fractional Brownian motion
1
generalized method of moments
1
long memory
1
multivariate stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
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
Asai, Manabu
Su, Liangjun
7
Ullah, Aman
6
Chan, Joshua
5
Gao, Jiti
5
Hsu, Yu-Chin
5
Pesaran, M. Hashem
5
Westerlund, Joakim
5
Franses, Philip Hans
4
Kumbhakar, Subal
4
Leybourne, Stephen James
4
Li, Qi
4
Lieli, Robert P.
4
McAleer, Michael
4
Carrasco, Marine
3
Demetrescu, Matei
3
Gospodinov, Nikolaj
3
Horváth, Lajos
3
Juhl, Ted
3
Koopman, Siem Jan
3
Lai, Tsung-Chih
3
Lan, Wei
3
Lee, Yoonseok
3
Li, Wai Keung
3
Liesenfeld, Roman
3
Maasoumi, Esfandiar
3
Ravazzolo, Francesco
3
Sickles, Robin C.
3
Silvapulle, Paramsothy
3
Steel, Mark F. J.
3
Sun, Yiguo
3
Tauchen, George Eugene
3
Taylor, Robert
3
Teräsvirta, Timo
3
Urga, Giovanni
3
Van Keilegom, Ingrid
3
Amado, Cristina
2
Audrino, Francesco
2
Bansal, Ravi
2
Barassi, Marco R.
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
4
Journal of econometrics
2
The econometrics journal
2
Working paper
2
Asia-Pacific financial markets
1
Econometric Institute Research Papers
1
Econometric Reviews
1
Econometrics : open access journal
1
Handbook of financial time series
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of Risk and Financial Management
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Microeconomics Working Papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->