//--> //--> //-->
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"
~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Glaeser, Edward L."
~person:"Güth, Werner"
~person:"McAleer, Michael"
~person:"Sen, Kunal"
~person:"Tiwari, Aviral Kumar"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Graue Literatur"
~type_genre:"Rezension"
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
| 20 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatility
13
Volatilität
13
Theorie
12
Theory
12
Stochastic process
7
Stochastischer Prozess
7
Estimation
4
Estimation theory
4
Multivariate Analyse
4
Multivariate analysis
4
Schätztheorie
4
Schätzung
4
Time series analysis
4
ARCH model
3
ARCH-Modell
3
USA
3
United States
3
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Scientific modelling
2
Share price
2
1982-2004
1
1999-2007
1
5YD2
1
Aktienindex
1
Article Influence
1
Asymmetry
1
Bias
1
C3PO
1
CAPM
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Aufsatz im Buch
Conference proceedings
Festschrift
Graue Literatur
Rezension
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
Danish
English
Norwegian
Swedish
Undetermined
Author
All
Dunning, John H.
Glaeser, Edward L.
Güth, Werner
McAleer, Michael
Sen, Kunal
Tiwari, Aviral Kumar
Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Maasoumi, Esfandiar
6
Spanos, Aris
6
Kilian, Lutz
5
Andreou, Elena
4
Franses, Philip Hans
4
McElroy, Tucker
4
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Kapetanios, George
3
Leybourne, Stephen James
3
Lucas, André
3
Medeiros, Marcelo C.
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
Ashley, Richard A.
2
Audrino, Francesco
2
Berkowitz, Jeremy
2
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Bordignon, Silvano
2
Chan, Joshua
2
Corsi, Fulvio
2
Davidson, Russell
2
Dong, Chaohua
2
Granger, C. W. J.
2
He, Changli
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
30
Working paper
20
Discussion paper / Tinbergen Institute
18
Applied economics
7
Journal of econometrics
5
Journal of economic surveys
5
Applied economics letters
4
Economic modelling
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
Discussion paper / Institute of Social and Economic Research
3
Energy economics
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Computational economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
Finance research letters
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Research in international business and finance
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The North American journal of economics and finance : a journal of financial economics studies
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Brussels economic review
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economia : revista da ANPEC
1
Economia aplicada : EA
1
Economia internazionale
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Indian growth and development review
1
International journal of computational economics and econometrics
1
International journal of finance & economics : IJFE
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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
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:
3
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
4
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->