//--> //--> //--> //-->
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
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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: subject_exact:"Trendschätzung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Volatility
Time series analysis
139
Zeitreihenanalyse
139
Theorie
58
Theory
58
ARCH model
54
ARCH-Modell
54
Volatilität
53
Forecasting model
36
Prognoseverfahren
36
Modellierung
29
Scientific modelling
29
Estimation
25
Schätzung
25
Stochastic process
21
Stochastischer Prozess
21
Estimation theory
19
Schätztheorie
19
Capital income
16
Capital market returns
15
Kapitalmarktrendite
15
Cointegration
13
Kointegration
13
Börsenkurs
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Share price
10
Spillover effect
10
Spillover-Effekt
10
Commodity derivative
9
Frühindikator
9
Großbritannien
9
Leading indicator
9
Oil price
9
Rohstoffderivat
9
USA
9
United Kingdom
9
United States
9
Ölpreis
9
more ...
less ...
Online availability
All
Free
33
Undetermined
11
Type of publication
All
Book / Working Paper
36
Article
17
Type of publication (narrower categories)
All
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Article in journal
18
Aufsatz in Zeitschrift
18
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
53
Author
All
McAleer, Michael
Caporale, Guglielmo Maria
55
Gil-Alaña, Luis A.
46
Koopman, Siem Jan
41
Gupta, Rangan
39
Lux, Thomas
39
Bollerslev, Tim
30
Härdle, Wolfgang
29
Lucas, André
25
Andersen, Torben
24
Tauchen, George Eugene
23
Sibbertsen, Philipp
22
Todorov, Viktor
20
Chan, Joshua
19
Teräsvirta, Timo
19
Asai, Manabu
18
Dijk, Dick van
18
Hafner, Christian M.
18
Chang, Chia-Lin
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
Taylor, Robert
16
Engle, Robert F.
15
Hansen, Peter Reinhard
15
Li, Jia
15
Pesaran, M. Hashem
15
Tiwari, Aviral Kumar
15
Caporin, Massimiliano
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Ma, Feng
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
10
Working paper
6
Journal of econometrics
4
Econometric reviews
3
Applied economics
2
International review of economics & finance : IREF
2
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
51
-
53
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
52
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:
53
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
First
Prev
1
2
3
4
5
6
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->