//--> //--> //-->
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:"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:"Frühwirth-Schnatter, Sylvia"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Theorie"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Estimation
11
Schätzung
11
Volatility
9
Volatilität
9
Stochastic process
6
Stochastischer Prozess
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
4
Share price
4
USA
4
United States
4
Bayes-Statistik
3
Bayesian inference
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Capital income
2
Kapitaleinkommen
2
Leverage effects
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Multivariate stochastic volatility
2
Patent
2
Realized volatility
2
Scientific modelling
2
Sparsity
2
Stochastic differential equation
2
1947-1981
1
1975-1998
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Frühwirth-Schnatter, Sylvia
McAleer, Michael
Wang, Yazhen
Koop, Gary
7
Aït-Sahalia, Yacine
4
Heckman, James J.
4
Pesaran, M. Hashem
4
Phillips, Peter C. B.
4
Sasaki, Yuya
4
Steel, Mark F. J.
4
Asai, Manabu
3
Atkinson, Scott Estes
3
Diebold, Francis X.
3
Gan, Li
3
Grammig, Joachim
3
Saikkonen, Pentti
3
Timmermann, Allan
3
Todorov, Viktor
3
Tsionas, Efthymios G.
3
Abrevaya, Jason
2
Andersen, Torben
2
Bhargava, Alok
2
Blundell, Richard W.
2
Cauley, Jon
2
Chen, Xiaohong
2
Chow, Kong-wing
2
Chudik, Alexander
2
Dijk, Dick van
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Franses, Philip Hans
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Gaudecker, Hans-Martin von
2
Ghysels, Eric
2
Gil-Alaña, Luis A.
2
Hallin, Marc
2
Han, Xu
2
Hansen, Lars Peter
2
Harvey, Andrew C.
2
more ...
less ...
Published in...
All
China economic review : an international journal
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
Discussion paper / Tinbergen Institute
5
Econometric Institute research papers
3
Econometric reviews
3
Working paper
3
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
3
Journal of risk and financial management : JRFM
2
Applied financial economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper series / IZA
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
IHS economics series : working paper
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
KAIST College of Business Working Paper Series No
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Tinbergen Institute Discussion Paper
1
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
1
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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:
3
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
4
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:
5
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
6
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->