//--> //--> //-->
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
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
Capital income
Faktorenanalyse
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Leverage effects
2
Multivariate stochastic volatility
2
Stochastic process
2
Stochastischer Prozess
2
1975-1998
1
Dimension reduction
1
Factor analysis
1
Factor model
1
Feedback effects
1
Forecasting model
1
Kapitaleinkommen
1
Long memory
1
Modellierung
1
Multifactor model
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Patent
1
Prognoseverfahren
1
Realized volatility
1
Robust statistics
1
Robustes Verfahren
1
Scientific modelling
1
Statistical test
1
Statistischer Test
1
Time series analysis
1
United States
1
Wishart process
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
AĂŻt-Sahalia, Yacine
4
Baltagi, Badi H.
4
Xiu, Dacheng
4
Kao, Chihwa
3
Koop, Gary
3
Tauchen, George Eugene
3
Wang, Fa
3
Barigozzi, Matteo
2
Breitung, Jörg
2
Demetrescu, Matei
2
Fan, Jianqing
2
FrĂĽhwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Gao, Jiti
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Li, Jia
2
Li, Yingying
2
Mayer, Walter James
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Taylor, Robert
2
Weidner, Martin
2
Zhou, Hao
2
Ahn, Seung Chan
1
Altissimo, Filippo
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
18
Working paper
10
Discussion paper / Tinbergen Institute
7
International review of economics & finance : IREF
3
Risks : open access journal
3
Econometric reviews
2
Journal of risk and financial management : JRFM
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Economies : open access journal
1
International journal of forecasting
1
Journal of macroeconomics
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->