//--> //--> //-->
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gan, Li"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Schätzung"
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
Schätzung
Estimation
8
Volatility
7
Volatilität
7
China
6
Theorie
5
Theory
5
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Börsenkurs
3
Estimation theory
3
Schätztheorie
3
Share price
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Capital income
2
Erbe
2
Forecasting model
2
Inheritance
2
Kapitaleinkommen
2
Lebenszyklus
2
Leverage effects
2
Life cycle
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate stochastic volatility
2
Patent
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Realized volatility
2
Risk
2
Stochastic differential equation
2
1947-1981
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Conference paper
1
Konferenzbeitrag
1
Language
All
English
8
Author
All
Gan, Li
McAleer, Michael
Wang, Yazhen
Todorov, Viktor
15
Bollerslev, Tim
9
Tauchen, George Eugene
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Gupta, Rangan
7
Gao, Jiti
6
Koop, Gary
6
Li, Jia
6
Sasaki, Yuya
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Francq, Christian
5
Ghysels, Eric
5
Heckman, James J.
5
Kim, Donggyu
5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Bohl, Martin T.
4
Cai, Zongwu
4
Callaway, Brantly
4
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Gouriéroux, Christian
4
Han, Xu
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Shin, Yongcheol
4
Wang, Fa
4
Wang, Wendun
4
Xiu, Dacheng
4
Ai, Chunrong
3
Bahmani-Oskooee, Mohsen
3
Bai, Jushan
3
Barigozzi, Matteo
3
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
38
Working paper
26
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
9
NBER working paper series
8
NBER Working Paper
7
Tinbergen Institute Discussion Paper
7
Econometric reviews
5
Applied economics
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
The econometrics journal
3
Applied financial economics
2
Econometrics : open access journal
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of macroeconomics
2
KAIST College of Business Working Paper Series No
2
Risks : open access journal
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 and econometrics
2
Analyses in the economics of aging : [a National Bureau of Economic Research conference report]
1
Econometric theory
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Handbook of applied econometrics and statistical inference
1
Health economics
1
Hitotsubashi journal of economics
1
IFPRI Discussion Paper
1
IFPRI discussion paper
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Journal of regulatory economics
1
KAIST College of Business Working Paper Series
1
KDI School working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The thick market effect on local unemployment rate fluctuations
Gan, Li
;
Zhang, Qinghua
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10003354558
Saved in:
2
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:
3
Subjective mortality risk and bequests
Gan, Li
;
Gong, Guan
;
Hurd, Michael D.
;
McFadden, Daniel
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
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
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:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->