//--> //--> //--> //-->
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
~isPartOf:"China economic review : an international journal"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Börsenkurs
4
Share price
4
Estimation theory
3
Schätztheorie
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Leverage effects
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate stochastic volatility
2
Patent
2
Prognoseverfahren
2
Realized volatility
2
Stochastic differential equation
2
1947-1981
1
1975-1998
1
1982-2003
1
1995-2009
1
Adaptive thresholding
1
Agrarproduktion
1
Agricultural production
1
Agricultural products
1
Arbitrage
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
McAleer, Michael
Wang, Yazhen
Lin, Boqiang
41
Huang, Jikun
31
Dong, Kangyin
28
Lee, Chien-chiang
26
Smyth, Russell
26
Rozelle, Scott
24
Su, Bin
22
Dong, Xiucheng
19
Li, Shi
19
Fleisher, Belton M.
18
Gupta, Rangan
18
Shahbaz, Muhammad
17
Du, Kerui
16
Hammoudeh, Shawkat
16
Shuai, Shao
16
Wang, Shouyang
16
Ji, Qiang
15
Sun, Chuanwang
15
Todorov, Viktor
15
Wen, Fenghua
15
Zhang, Ning
15
Bouri, Elie
14
Fan, Ying
14
Shi, Xunpeng
14
Wei, Chu
14
Wu, Yanrui
14
Heerink, Nico
13
Ren, Xiaohang
13
Zhang, Xiaobo
13
Apergēs, Nikolaos
12
Wang, Qunwei
12
Wang, Yudong
12
Xu, Bin
12
Bollerslev, Tim
11
Li, Jianglong
11
Li, Yan
11
Song, Malin
11
Sueyoshi, Toshiyuki
11
Yang, Lili
11
Yu, Hao
11
more ...
less ...
Published in...
All
China economic review : an international journal
Energy economics
Journal of econometrics
The econometrics journal
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
71
Discussion paper / Tinbergen Institute
46
Working paper
36
Tinbergen Institute Discussion Paper
19
Journal of risk and financial management : JRFM
10
Applied economics
6
Econometric reviews
5
International review of economics & finance : IREF
5
Econometric Institute Research Papers
4
Journal of Risk and Financial Management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied financial economics
3
Risks : open access journal
3
Working papers in quantitative economics and econometrics
3
Annals of financial economics
2
Contributions to economic analysis
2
Documentos de Trabajo del ICAE
2
Econometrics : open access journal
2
International journal of forecasting
2
Journal of economic surveys
2
Journal of macroeconomics
2
KAIST College of Business Working Paper Series No
2
KIER Working Papers
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers in Economics
2
Working papers in economics and econometrics
2
Bulletin of economic research
1
China's reform and economic growth : problems and prospects
1
Discussion paper / Institute of Social and Economic Research
1
Econometric Reviews
1
Econometric theory
1
Economics letters
1
Economics of innovation and new technology
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of innovation and technology management
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
3
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:
4
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2002
Persistent link: https://www.econbiz.de/10009688901
Saved in:
5
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:
6
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:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
9
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
10
Patent activity and technical change
Basmann, Robert L.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003485371
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->