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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Egger, Peter"
~person:"Law, Rob"
~person:"McAleer, Michael"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Schätzung
Theorie
13
Theory
13
Volatility
9
Volatilität
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Stochastic process
7
Stochastischer Prozess
7
Stochastic volatility
4
Time series analysis
4
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Econometrics
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Egger, Peter
Law, Rob
McAleer, Michael
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
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Aït-Sahalia, Yacine
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Gao, Jiti
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Ghysels, Eric
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Kim, Donggyu
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Li, Jia
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Lu, Xun
5
Zakoïan, Jean-Michel
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Baltagi, Badi H.
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
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Wang, Wendun
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Xiu, Dacheng
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Barigozzi, Matteo
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Barnett, William A.
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Botosaru, Irene
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Cai, Zongwu
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Fan, Jianqing
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Fernández-Val, Iván
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Frühwirth-Schnatter, Sylvia
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Fulop, Andras
3
Gallant, A. Ronald
3
Han, Xu
3
Hoderlein, Stefan
3
Hong, Yongmiao
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Journal of econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Applied economics
4
Econometric reviews
4
Economics letters
4
Review of world economics
4
International review of economics & finance : IREF
3
Journal of applied econometrics
3
Journal of international economics
3
Journal of public economics
3
Journal of risk and financial management : JRFM
3
The world economy : the leading journal on international economic relations
3
Applied financial economics
2
Austrian economic quarterly
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European economic review : EER
2
International journal of forecasting
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Journal of macroeconomics
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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American economic journal : a journal of the American Economic Association
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Econometrics : open access journal
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Economica
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Economies : open access journal
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Energy economics
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FinanzArchiv : public finance analysis
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economic behavior & organization : JEBO
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Journal of economic surveys
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of productivity analysis
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Managerial finance
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Regional science & urban economics
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Review of development economics
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Review of international economics
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Southern economic journal
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Swiss journal of economics and statistics
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The B.E. journal of economic analysis & policy
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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