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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~language:"hrv"
~language:"ind"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Schätzung"
~type_genre:"Article in journal"
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4
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Koopman, Siem Jan
McAleer, Michael
Garcia, René
5
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3
Ardison, Kym
3
Olmo, Jose
3
Trojani, Fabio
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
7
Econometric reviews
5
Journal of econometrics
5
Applied economics
4
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Applied financial economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
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Oxford bulletin of economics and statistics
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Economics letters
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Journal of economic surveys
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Journal of financial econometrics
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The review of economics and statistics
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Tourism economics : the business and finance of tourism and recreation
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
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