//--> //--> //-->
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"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Estimation theory"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Schätztheorie
3
Share price
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Forecasting model
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
Theory
2
USA
2
United States
2
1947-1981
1
1975-1998
1
Adaptive thresholding
1
Capital income
1
Diffusion
1
Dimension reduction
1
Elasticity
1
Elastizität
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
McAleer, Michael
Wang, Yazhen
Todorov, Viktor
12
Phillips, Peter C. B.
8
Tauchen, George Eugene
8
Sasaki, Yuya
7
Gao, Jiti
6
Koop, Gary
6
Li, Jia
6
Linton, Oliver
6
Pesaran, M. Hashem
6
Su, Liangjun
6
Aït-Sahalia, Yacine
5
Cai, Zongwu
5
Francq, Christian
5
Heckman, James J.
5
Kim, Donggyu
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Bollerslev, Tim
4
Callaway, Brantly
4
Han, Xu
4
Lee, Lung-fei
4
Lu, Xun
4
Park, Joon Y.
4
Schmidt, Peter
4
Shin, Yongcheol
4
Steel, Mark F. J.
4
Wang, Fa
4
Xiu, Dacheng
4
Ai, Chunrong
3
Andersen, Torben
3
Atkinson, Scott Estes
3
Bai, Jushan
3
Barigozzi, Matteo
3
Chen, Xiaohong
3
Diebold, Francis X.
3
Fan, Jianqing
3
Fan, Yanqin
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
Discussion paper / Tinbergen Institute
5
Econometric Institute research papers
3
Econometric reviews
3
Working paper
3
Journal of risk and financial management : JRFM
2
KAIST College of Business Working Paper Series No
2
Risks : open access journal
2
Working papers in economics and econometrics
2
Working papers in quantitative economics and econometrics
2
Annals of financial economics
1
Applied financial economics
1
Econometric theory
1
Econometrics : open access journal
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
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 econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
KAIST College of Business Working Paper Series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
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:
4
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:
5
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...
//-->