//--> //--> //--> //-->
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"
~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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
| 26 applied filters
Year of publication
From:
To:
Subject
All
Economic growth
Einheitswurzeltest
Entwicklungsländer
Experiment
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
World
Theorie
23
Time series analysis
15
Zeitreihenanalyse
15
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Estimation theory
9
Schätztheorie
9
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Regressionsanalyse
6
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
5
Econometrics
4
Panel
4
Panel study
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Stochastic volatility
4
Ökonometrie
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital market returns
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
23
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Lehrbuch
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Collection of articles of several authors
4
Sammelwerk
4
Festschrift
3
Language
All
English
Italian
Author
All
McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
47
Taylor, Robert
23
Linton, Oliver
22
Koop, Gary
19
Lee, Lung-fei
18
Ghysels, Eric
16
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Li, Qi
15
Chen, Songnian
14
Park, Joon Y.
14
Robinson, Peter M.
14
Chib, Siddhartha
13
Diebold, Francis X.
13
Su, Liangjun
13
Aït-Sahalia, Yacine
12
Gao, Jiti
12
Hsiao, Cheng
12
Schmidt, Peter
12
Corradi, Valentina
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Lewbel, Arthur
11
Perron, Pierre
11
Renault, Eric
11
Steel, Mark F. J.
11
White, Halbert
11
Galvão Júnior, Antônio Fialho
10
Horowitz, Joel
10
Kumbhakar, Subal
10
Ng, Serena
10
Timmermann, Allan
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Chen, Xiaohong
9
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Econometric theory
16
Econometric reviews
15
Journal of economic surveys
11
Journal of risk and financial management : JRFM
8
Annals of financial economics
5
Economics letters
5
International review of economics & finance : IREF
5
Journal of forecasting
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The econometrics journal
4
International journal of forecasting
3
Journal of applied econometrics
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied financial economics
2
Econometrics : open access journal
2
Journal of the American Statistical Association : JASA
2
Practical issues in cointegration analysis
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Tourism economics : the business and finance of tourism and recreation
2
Applied economics letters
1
Cambridge working papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics of innovation and new technology
1
Economies : open access journal
1
Energy economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
International economic review
1
International journal of economic theory
1
International journal of innovation and technology management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
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:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
6
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
7
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:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->