//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nor"
~person:"McAleer, Michael"
~person:"Schotman, Peter C."
~person:"Tauchen, George Eugene"
~subject:"Kapitaleinkommen"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
USA
Volatility
26
Volatilität
26
Theorie
23
Theory
23
Stochastic process
15
Stochastischer Prozess
15
Estimation
14
Schätzung
14
Börsenkurs
11
Estimation theory
11
Schätztheorie
11
Share price
11
Stochastic volatility
10
Time series analysis
10
Zeitreihenanalyse
10
Capital income
8
High-frequency data
6
United States
6
Yield curve
5
Zinsstruktur
5
Econometrics
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
Ökonometrie
4
ARCH model
3
ARCH-Modell
3
Long memory
3
Martingal
3
Martingale
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Risikoprämie
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
14
Language
All
English
Norwegian
Author
All
McAleer, Michael
Schotman, Peter C.
Tauchen, George Eugene
Bollerslev, Tim
13
Todorov, Viktor
9
Andersen, Torben
8
Slottje, Daniel Jonathan
8
Timmermann, Allan
7
Xiu, Dacheng
6
Diebold, Francis X.
5
Engle, Robert F.
5
Koop, Gary
5
Linton, Oliver
5
Meddahi, Nour
5
Mykland, Per A.
5
Pesaran, M. Hashem
5
Taylor, Robert
5
Wang, Yudong
5
Aït-Sahalia, Yacine
4
Bekaert, Geert
4
Christiansen, Charlotte
4
Conrad, Christian
4
Demetrescu, Matei
4
Jansen, Dennis W.
4
Karanasos, Menelaos
4
Koopman, Siem Jan
4
Martens, Martin
4
Park, Joon Y.
4
Renault, Eric
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Bandi, Federico M.
3
Cheng, Tingting
3
Dufour, Jean-Marie
3
Dungey, Mardi H.
3
Engsted, Tom
3
Frijns, Bart
3
Garcia, René
3
Ghysels, Eric
3
Grammig, Joachim
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of empirical finance
Journal of risk and financial management : JRFM
6
Econometric reviews
4
Energy economics
4
International review of economics & finance : IREF
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Risks : open access journal
3
The review of financial studies
3
Applied economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
Applied financial economics
1
Bulletin of economic research
1
Computation and estimation in finance and economics
1
Contributions to economic analysis
1
Econometric methods and financial time series
1
Econometrics : open access journal
1
Economics letters
1
Economies : open access journal
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
3
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
5
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
6
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
7
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
8
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
9
Patent activity and technical change
Basmann, Robert L.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003485371
Saved in:
10
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->