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~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Simar, Léopold"
~person:"Sinn, Hans-Werner"
~type:"article"
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Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Theorie
14
Theory
14
Estimation theory
10
Schätztheorie
10
Volatility
9
Volatilität
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McAleer, Michael
Simar, Léopold
Sinn, Hans-Werner
Phillips, Peter C. B.
67
Linton, Oliver
65
Schmidt, Peter
52
Lee, Lung-fei
48
Li, Qi
47
Ghysels, Eric
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Park, Joon Y.
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Hsiao, Cheng
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Koop, Gary
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White, Halbert
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Phillips, Peter C.B.
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Baltagi, Badi H.
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Chen, Songnian
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Swanson, Norman R.
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Xiao, Zhijie
36
Gao, Jiti
35
Robinson, Peter M.
33
Su, Liangjun
33
Timmermann, Allan
33
Chen, Xiaohong
32
Corradi, Valentina
32
Perron, Pierre
32
Pesaran, M. Hashem
32
Taylor, Robert
32
Bai, Jushan
31
Yu, Jun
31
Zellner, Arnold
31
Gouriéroux, Christian
30
Renault, Eric
30
Aït-Sahalia, Yacine
29
Chib, Siddhartha
29
Lewbel, Arthur
28
Todorov, Viktor
28
Inoue, Atsushi
27
Ng, Serena
26
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Journal of econometrics
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 productivity analysis
33
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
Econometric reviews
25
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
22
Working paper / National Bureau of Economic Research, Inc
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Journal of Econometrics
21
Journal of risk and financial management : JRFM
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CESifo forum : a bi-monthly journal on European economic issues
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European journal of operational research : EJOR
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Econometric theory
18
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
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Annals of financial economics
16
Applied economics
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International tax and public finance
15
Journal of Productivity Analysis
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Jahrbücher für Nationalökonomie und Statistik
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Econometric Reviews
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Energy economics
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Perspektiven der Wirtschaftspolitik
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Wirtschaftsdienst
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Econometrics
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FinanzArchiv : public finance analysis
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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International journal of forecasting
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The Japanese economic review : the journal of the Japanese Economic Association
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Working papers in economics and econometrics
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Applied Economics
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ECONIS (ZBW)
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OLC EcoSci
21
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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
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
Nonparametric instrumental variables estimation for efficiency frontier
Cazals, Catherine
;
Fève, Frédérique
;
Florens, Jean-Pierre
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011592277
Saved in:
4
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Simar, Léopold
;
Vanhems, Anne
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10011592278
Saved in:
5
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
6
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:
7
Frontier estimation in the presence of measurement error with unknown variance
Kneip, Alois
;
Simar, Léopold
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011339285
Saved in:
8
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
9
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:
10
Frontier estimation in nonparametric location-scale models
Florens, Jean-Pierre
;
Simar, Léopold
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 456-470
Persistent link: https://www.econbiz.de/10010256188
Saved in:
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