//--> //--> //-->
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:"Grammig, Joachim"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Wang, Yazhen"
~subject:"Theory"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Theory
Estimation
15
Schätzung
15
Theorie
10
USA
9
United States
9
Volatility
9
Volatilität
9
Time series analysis
8
Zeitreihenanalyse
8
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Estimation theory
5
Schätztheorie
5
VAR model
4
VAR-Modell
4
ARCH model
3
ARCH-Modell
3
Deutschland
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Germany
3
Prognoseverfahren
3
Aggregation
2
Analysis
2
Capital income
2
Dauer
2
Duration
2
Großbritannien
2
Kapitaleinkommen
2
Leverage effects
2
Long memory
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate stochastic volatility
2
Patent
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Grammig, Joachim
McAleer, Michael
Pesaran, M. Hashem
Wang, Yazhen
Koop, Gary
7
Aït-Sahalia, Yacine
4
Heckman, James J.
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
Frühwirth-Schnatter, Sylvia
3
Gan, Li
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
CESifo working papers
13
DAE working paper
12
Cambridge working papers in economics
9
Journal of applied econometrics
6
Discussion paper / Tinbergen Institute
5
Working paper
5
CESifo Working Paper Series
4
Discussion paper series / IZA
4
Econometric reviews
4
Econometric Institute research papers
3
IZA Discussion Paper
3
Working paper / Centre for Financial Research
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
DNB working paper
2
Journal of risk and financial management : JRFM
2
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
ZEW discussion papers
2
Applied financial economics
1
Bonn Econ Discussion Papers / BGSE
1
Bundesbank Series 1 Discussion Paper
1
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion paper in financial economics : FE
1
EUI working paper / ECO
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
Handbook of economic forecasting ; 1
1
IEPR Working Paper
1
IMF working paper
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
2
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:
3
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
4
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:
5
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:
6
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
7
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Saved in:
8
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Saved in:
9
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
10
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->