//--> //--> //--> //-->
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"
~person:"McAleer, Michael"
~person:"Sinn, Hans-Werner"
~type:"article"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Volatility
12
Volatilität
12
Stochastic process
7
Stochastischer Prozess
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
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
Capital market returns
1
Capital structure
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
19
Author
All
McAleer, Michael
Sinn, Hans-Werner
Maasoumi, Esfandiar
36
Baltagi, Badi H.
17
Dagum, Estela Bee
14
Li, Qi
14
Ullah, Aman
14
Cavaliere, Giuseppe
13
Phillips, Peter C. B.
13
Taylor, Robert
13
Pesaran, M. Hashem
11
Gao, Jiti
10
Geweke, John
10
Hsiao, Cheng
10
Spanos, Aris
10
White, Halbert
10
Asai, Manabu
9
Davidson, Russell
9
Franses, Philip Hans
9
Kilian, Lutz
9
Mcaleer, Michael
9
Westerlund, Joakim
9
An, Sungbae
8
Caner, Mehmet
8
Hall, Alastair R.
8
Kumbhakar, Subal
8
Lee, Lung-fei
8
Racine, Jeffrey
8
Schorfheide, Frank
8
Su, Liangjun
8
Yu, Jun
8
Anderson, Gordon
7
Bordignon, Silvano
7
Kao, Chihwa
7
Medeiros, Marcelo C.
7
Proietti, Tommaso
7
Sun, Yiguo
7
Teräsvirta, Timo
7
Urbain, Jean-Pierre
7
Wansbeek, Tom
7
Bao, Yong
6
more ...
less ...
Published in...
All
Econometric reviews
Ifo-Schnelldienst
150
EEAG Report on the European Economy
116
CESifo Forum
89
ifo Schnelldienst
66
Ifo Schnelldienst
62
Mathematics and Computers in Simulation (MATCOM)
54
Journal of economic surveys
45
Journal of Economic Surveys
38
Journal of econometrics
27
Journal of Risk and Financial Management
26
CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
25
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
22
Working paper / National Bureau of Economic Research, Inc
22
Journal of risk and financial management : JRFM
21
CESifo forum : a bi-monthly journal on European economic issues
20
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
17
Annals of financial economics
16
Journal of Econometrics
16
Applied economics
15
International tax and public finance
15
Econometric Reviews
12
Energy economics
12
Perspektiven der Wirtschaftspolitik
12
Wirtschaftsdienst
12
Econometrics
10
FinanzArchiv : public finance analysis
10
International review of economics & finance : IREF
10
Jahrbücher für Nationalökonomie und Statistik
10
The North American journal of economics and finance : a journal of financial economics studies
10
Economics letters
9
International journal of forecasting
9
The Japanese economic review : the journal of the Japanese Economic Association
9
Working papers in economics and econometrics
9
Applied Economics
8
Econometric theory
8
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
8
Journal of public economics
8
Economics Letters
7
European economic review : EER
7
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
Saved in:
5
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:
6
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->