//--> //--> //-->
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"
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Theorie
11
Theory
11
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Stochastic volatility
4
Time series analysis
4
Zeitreihenanalyse
4
Econometrics
3
Estimation
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Ökonometrie
3
ARCH model
2
ARCH-Modell
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Estimation theory
2
Financial econometrics
2
Finanzmarktökonometrie
2
Futures exchange
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Kim, Donggyu
4
Bollerslev, Tim
3
Francq, Christian
3
Grammig, Joachim
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yang, Xiye
3
Andersen, Torben
2
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Li, Yingying
2
Liesenfeld, Roman
2
Mykland, Per A.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Taylor, Robert
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Baldovin, Fulvio
1
Bauer, Gregory H.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bhargava, Alok
1
Bibinger, Markus
1
Blasques, Francisco
1
Bondarenko, Oleg
1
Boswijk, Herman Peter
1
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
2
Econometric reviews
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Econometrics : open access journal
1
Economics letters
1
Economies : open access journal
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
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)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->