//--> //--> //-->
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:"Chu, Chia-shang James"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Finanzmarkt"
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:"Theoretisches Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Finanzmarkt
Theorie
16
Theory
16
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Schätztheorie
4
Statistical theory
4
Statistische Methodenlehre
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
Financial market
2
Multivariate Analyse
2
Multivariate analysis
2
Simulation
2
USA
2
United States
2
1860-1986
1
1999-2007
1
Asymmetry
1
Bias
1
Börsenkurs
1
Capital market returns
1
Correlation
1
Diffusion process
1
Einheitswurzeltest
1
GARCH
1
Kapitalmarktrendite
1
Korrelation
1
Kruskal theorem
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
6
Author
All
Chu, Chia-shang James
McAleer, Michael
Bera, Anil K.
5
King, Maxwell L.
5
Fiebig, Denzil G.
4
Franses, Philip Hans
4
Lechner, Michael
4
Steel, Mark F. J.
4
Bollerslev, Tim
3
Ghysels, Eric
3
Gregory, Allan W.
3
Hall, Alastair R.
3
Higgins, Matthew Lawrence
3
Laisney, François
3
Li, Qi
3
Lucas, André
3
Lütkepohl, Helmut
3
McDonald, James B.
3
Pfeffermann, Danny
3
Andrews, Donald W. K.
2
Baltagi, Badi H.
2
Bauwens, Luc
2
Boswijk, Herman Peter
2
Burnside, Craig
2
Cheung, Yin-Wong
2
Drost, Feike C.
2
Fan, Yanqin
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Hendry, David F.
2
Jensen, Mark J.
2
Johansen, Søren
2
Kao, Chihwa
2
Keane, Michael P.
2
Knight, John L.
2
Leybourne, Stephen James
2
Liesenfeld, Roman
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers in quantitative economics and econometrics
5
Discussion paper / Institute of Social and Economic Research
3
Applied economics
2
Discussion papers / Institute of Social and Economic Research
2
Econometric theory
2
Journal of applied econometrics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
2
Working papers in economics and econometrics
2
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
International economic review
1
Journal of economic surveys
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The economic record : er
1
The review of economic studies
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
Saved in:
4
Detecting parameter shift in GARCH models
Chu, Chia-shang James
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
Saved in:
5
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
6
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->