//--> //--> //-->
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"
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:"finite-sample properties"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymmetry
3
Dynamic covariance matrix
3
Finite sample properties
3
Forecasting performance
3
Long memory
3
Matrix-exponential transformation
3
Realized conditional covariances
3
Realized stochastic covariances
3
Capital income
2
Capital market returns
2
Correlation
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Spillover effect
2
Spillover-Effekt
2
Spillovers
2
Stochastic volatility
2
Stochastische Volatilität
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Higher-moment spillovers
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
McAleer, Michael
Huber, Martin
6
Lechner, Michael
6
Wunsch, Conny
4
Asai, Manabu
3
Chang, Chia-Lin
3
Ren, Yu
3
Strawiński, Paweł
3
Barassi, Marco
2
Candelon, Bertrand
2
Hautsch, Nikolaus
2
Pesaran, M.H.
2
Shimotsu, Katsumi
2
Steinmayr, Andreas
2
Straetmans, Stefan
2
Anderson, T.W.
1
Belkar, R.
1
Bennedsen, Mikkel
1
Chen Zhou
1
Chen, Qihui
1
Chun, Sungju
1
Daníelsson, Jón
1
Dias, Alexandra
1
Dēmos, Antōnēs A.
1
Fiebig, D.G.
1
Hirano, Keisuke
1
Iglesias, Emma
1
Im, K.S.
1
Kuikeu, Oscar
1
Kunitomo, Naoto
1
Kyriakopoulou, Dimitra
1
Lee, Tae-hwy
1
Lunde, Asger
1
Matsushita, Yukitoshi
1
Pakkanen, Mikko S.
1
Parsaeian, Shahnaz
1
Perron, Pierre
1
Porter, Jack
1
Ruiz, Esther
1
Ullah, Aman
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Journal of econometrics
1
Tinbergen Institute Discussion Paper
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
the likelihood function of RMESV-ALM, and the
finite
sample
properties
of the quasi-maximum likelihood estimator of the …
Persistent link: https://www.econbiz.de/10011586691
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
likelihood function of RMESV-ALM, and the
finite
sample
properties
of the quasi-maximum likelihood estimator of the parameters …
Persistent link: https://www.econbiz.de/10011536626
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->