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~isPartOf:"Econometric reviews"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Eichengreen, Barry"
~person:"Goel, Rajeev K."
~person:"Hassan, M. Kabir"
~person:"Kilian, Lutz"
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Prognoseverfahren"
~subject:"Rohstoffderivat"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
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Bahmani-Oskooee, Mohsen
Eichengreen, Barry
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Hassan, M. Kabir
Kilian, Lutz
McAleer, Michael
Maasoumi, Esfandiar
20
Taylor, Robert
10
Phillips, Peter C. B.
9
Baltagi, Badi H.
8
Pesaran, M. Hashem
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Spanos, Aris
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Ullah, Aman
8
Franses, Philip Hans
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Li, Qi
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Asai, Manabu
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Cavaliere, Giuseppe
6
Geweke, John
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Teräsvirta, Timo
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An, Sungbae
5
Kumbhakar, Subal
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Medeiros, Marcelo C.
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Schmidt, Peter
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Dijk, Herman K. van
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Fiebig, Denzil G.
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King, Maxwell L.
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Soofi, Ehsan S.
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3
Anatolyev, Stanislav
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Ando, Tomohiro
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Bera, Anil K.
3
Bordignon, Silvano
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Econometric reviews
Applied economics
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Applied economics letters
19
Journal of econometrics
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18
International review of economics & finance : IREF
17
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16
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15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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14
Journal of risk and financial management : JRFM
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Journal of economic surveys
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Research in international business and finance
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Australian economic papers
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
11
Empirica : journal of european economics
11
Energy economics
10
Journal of applied econometrics
10
Journal of international money and finance
10
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
10
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International economic journal
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Open economies review
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Applied economics quarterly
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7
The review of economics and statistics
7
Global finance journal
6
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic development
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Journal of forecasting
6
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
10
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
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