//--> //--> //--> //-->
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:"Econometric reviews"
~person:"Chang, Yoosoon"
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~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
Standardization in information...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistische Methode
Theorie
Theory
15
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
ARCH model
3
ARCH-Modell
3
Einheitswurzeltest
3
Estimation
3
Schätzung
3
Time series analysis
3
Unit root test
3
Zeitreihenanalyse
3
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
1999-2007
1
Asymmetry
1
Bias
1
Bootstrap approach
1
Bootstrap consistency
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital market returns
1
Diffusion process
1
GARCH
1
Kapitalmarktrendite
1
Kruskal theorem
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
15
Author
All
Chang, Yoosoon
McAleer, Michael
Maasoumi, Esfandiar
13
Taylor, Robert
9
Baltagi, Badi H.
8
Franses, Philip Hans
8
Phillips, Peter C. B.
8
Ullah, Aman
8
Pesaran, M. Hashem
7
Spanos, Aris
7
Geweke, John
6
Li, Qi
6
An, Sungbae
5
Cavaliere, Giuseppe
5
Kilian, Lutz
5
Kumbhakar, Subal
5
Psaradakis, Zacharias G.
5
Schmidt, Peter
5
Schorfheide, Frank
5
Andreou, Elena
4
Asai, Manabu
4
Caner, Mehmet
4
Dijk, Herman K. van
4
Fiebig, Denzil G.
4
Godfrey, L. G.
4
King, Maxwell L.
4
Medeiros, Marcelo C.
4
Orme, Chris D.
4
Soofi, Ehsan S.
4
Westerlund, Joakim
4
Zellner, Arnold
4
Bera, Anil K.
3
Bordignon, Silvano
3
Caporin, Massimiliano
3
Cribari-Neto, Francisco
3
Dagum, Estela Bee
3
Davidson, Russell
3
Gao, Jiti
3
Gospodinov, Nikolaj
3
Gouriéroux, Christian
3
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
25
Working paper
23
Discussion paper / Tinbergen Institute
18
Journal of econometrics
17
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Working papers in economics and econometrics
8
Econometric theory
5
Tinbergen Institute Discussion Paper
5
Cowles Foundation discussion paper
4
Discussion papers / Institute of Social and Economic Research
4
Journal of risk and financial management : JRFM
4
CAEPR working papers
3
Journal of applied econometrics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied economics
2
Applied financial economics
2
CAMA working paper series
2
CAMP working paper series
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
Economics letters
2
IWH-Diskussionspapiere
2
International journal of forecasting
2
Journal of forecasting
2
Quantitative economics : QE ; journal of the Econometric Society
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
The review of economics and statistics
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Advances in econometrics : a research annual
1
Applied economics letters
1
CAEPR WORKING PAPER SERIES 2019-001
1
CAEPR Working Paper 2017-016
1
CAEPR Working Paper 2018-012
1
CAEPR Working Paper Series 2018-011
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
2
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
3
Endogeneity in nonlinear regressions with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10008990459
Saved in:
4
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
5
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
6
On the asymptotics of ADF tests for unit roots
Chang, Yoosoon
;
Park, Joon Y.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 431-447
Persistent link: https://www.econbiz.de/10001718224
Saved in:
7
Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
Saved in:
8
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
9
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
10
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->