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:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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 Openness and Volatili...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
13
Volatilität
13
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
ARCH model
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Börsenkurs
2
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Schätztheorie
2
Scientific modelling
2
Share price
2
1982-2004
1
1999-2007
1
Aktienindex
1
Asymmetry
1
CAPM
1
Capital income
1
Capital market returns
1
Capital structure
1
Covolatility
1
Diffusion process
1
Forecasting model
1
Government securities
1
Hong Kong
1
Hongkong
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Gupta, Rangan
McAleer, Michael
Teräsvirta, Timo
3
Caporin, Massimiliano
2
Jawadi, Fredj
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Bu, Ruijun
1
Catani, Paul
1
Chan, Felix
1
Christodoulakis, George A.
1
Corsi, Fulvio
1
Ftiti, Zied
1
Galbraith, John W.
1
Han, Ai
1
He, Yanan
1
Hong, Yongmiao
1
Hoti, Suhejla
1
Hsiao, Cheng
1
Kwan, W.
1
Laurini, Fabrizio
1
Lazar, Emese
1
Li, Qi
1
Li, Wai Keung
1
Li, Yuyi
1
Lisi, Francesco
1
Louhichi, Waël
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Mittnik, Stefan
1
Ng, K. W.
1
Paruolo, Paolo
1
Pigorsch, Christian
1
Pirgorsch, Uta
1
Psaradakis, Zacharias G.
1
Satchell, Stephen
1
Silvennoinen, Annastiina
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
36
Department of Economics working paper series
23
Discussion paper / Tinbergen Institute
21
Working paper
16
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of risk and financial management : JRFM
4
Econometrics : open access journal
3
Economics letters
3
Finance research letters
3
Finmap working paper
3
International review of economics & finance : IREF
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Defence and peace economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Research Unit working paper
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of multinational financial management
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Alternative asymmetric stochastic
volatility
models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
