//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Time series analysis
2
Zeitreihenanalyse
2
Air pollution
1
Asymmetry
1
Asymptotic properties
1
Capital market returns
1
Conditional volatility
1
Correlation
1
Diagonal BEKK
1
Dimension reduction
1
Dynamic covariance matrix
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Finite sample properties
1
Forecasting model
1
Forecasting performance
1
Fossil fuel
1
Fossil fuels and carbon emissions
1
Fossile Energie
1
Full BEKK
1
Greenhouse gas emissions
1
Higher-moment spillovers
1
Kapitalmarktrendite
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McAleer, Michael
Goodell, John W.
18
Gupta, Rangan
15
Bouri, Elie
13
Corbet, Shaen
10
Ji, Qiang
10
Lucey, Brian M.
10
Shahzad, Syed Jawad Hussain
8
Wei, Yu
8
Guesmi, Khaled
6
Naeem, Muhammad Abubakr
6
Roubaud, David
6
Tiwari, Aviral Kumar
6
Yarovaya, Larisa
6
Zaremba, Adam
6
Aharon, David Y.
5
Demir, Ender
5
Mensi, Walid
5
Thornton, John
5
Xuan Vinh Vo
5
Zhang, Dayong
5
Baur, Dirk G.
4
Boubaker, Sabri
4
Chen, Yongfei
4
Gozgor, Giray
4
Hallin, Marc
4
Hu, Yang
4
Kang, Sang Hoon
4
Leirvik, Thomas
4
Pierdzioch, Christian
4
Sakemoto, Ryuta
4
Umar, Zaghum
4
Wohar, Mark E.
4
Yousaf, Imran
4
Zhang, Zhengjun
4
Abakah, Emmanuel Joel Aikins
3
Apergēs, Nikolaos
3
Aït-Sahalia, Yacine
3
Bai, Lan
3
Barigozzi, Matteo
3
Benkraiem, Ramzi
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Finance research letters
Journal of econometrics
Annals of financial economics
3
Econometric reviews
2
International review of economics & finance : IREF
2
Econometrics : open access journal
1
Economic modelling
1
Economics letters
1
International journal of forecasting
1
International journal of innovation and technology management
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->