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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"McAleer, Michael"
~person:"Shahbaz, Muhammad"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Schätzung
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9
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4
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McAleer, Michael
Shahbaz, Muhammad
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
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Lu, Xun
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Francq, Christian
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Gouriéroux, Christian
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Heckman, James J.
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Hsiao, Cheng
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Li, Kunpeng
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Park, Joon Y.
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Pesaran, M. Hashem
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Sasaki, Yuya
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Shin, Yongcheol
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Barnett, William A.
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Botosaru, Irene
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Fulop, Andras
3
Gallant, A. Ronald
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Journal of econometrics
Energy economics
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Global business review
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Applied economics
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Asian economic papers
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Economic modelling
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International review of economics & finance : IREF
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The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international trade & economic development : an international and comparative review
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Research in economics : an international review of economics
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South Asia economic journal : journal of the Institute of Policy Studies, Sri Lanka and Research and Information System for Developing Countries, India, for the SAARC Research Network
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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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