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:"Computational economics"
~language:"eng"
~person:"McAleer, Michael"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo method
1
Bayesian inference
1
Capital market returns
1
Kapitalmarktrendite
1
Markov chain
1
Markov-Kette
1
Matrix-exponential
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate GARCH
1
Realized measure
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
McAleer, Michael
Boubaker, Heni
5
Chen, Cathy W. S.
5
Halkos, George E.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Amman, Hans M.
4
Fabozzi, Frank J.
4
He, Ling-yun
4
Li, Yong
4
Nadarajah, Saralees
4
Omay, Tolga
4
Prigent, Jean-Luc
4
Tiwari, Aviral Kumar
4
Alfarano, Simone
3
Boutahar, Mohamed
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chen, Shu-Heng
3
Chen, Wei
3
Egrioglu, Erol
3
Ftiti, Zied
3
Gupta, Rangan
3
Kormilitsina, Anna
3
Li, Yushu
3
Lux, Thomas
3
Péguin-Feissolle, Anne
3
Raddant, Matthias
3
Sephton, Peter S.
3
Siu, Tak Kuen
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Tsionas, Efthymios G.
3
Velupillai, Kumaraswamy
3
Afuecheta, Emmanuel
2
Alkemade, Floortje
2
Arratia, Argimiro
2
Asai, Manabu
2
Atolia, Manoj
2
Avdoulas, Christos
2
more ...
less ...
Published in...
All
Computational economics
Econometric Institute research papers
79
Working paper
53
Discussion paper / Tinbergen Institute
48
Econometric reviews
15
Journal of econometrics
15
Working papers in quantitative economics and econometrics
15
Tinbergen Institute Discussion Paper
14
Journal of economic surveys
13
Discussion paper / Institute of Social and Economic Research
10
Working papers in economics and econometrics
10
Applied economics
9
Journal of risk and financial management : JRFM
9
School of Accounting, Finance and Economics & FEMARC working paper series
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Econometrics : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Applied financial economics
3
Journal of applied econometrics
3
Texto para discussão
3
The North American journal of economics and finance : a journal of financial economics studies
3
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
Energy economics
2
Journal of forecasting
2
Journal of macroeconomics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Working Papers in Economics
2
Annals of financial economics
1
Applied economics letters
1
Contributions to economic analysis
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
