//--> //--> //--> //-->
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"
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
(S - 1, S) Policies for Perish...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
86
Stochastischer Prozess
86
Theorie
57
Theory
57
Volatility
44
Volatilität
44
Estimation
28
Schätzung
28
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
18
Schätztheorie
18
Multivariate Analyse
13
Multivariate analysis
13
Bayes-Statistik
12
Bayesian inference
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Capital income
11
Kapitaleinkommen
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
10
Statistischer Test
10
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Markov chain
8
Markov-Kette
8
Einheitswurzeltest
7
Unit root test
7
Exchange rate
6
Induktive Statistik
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
State space model
6
Statistical inference
6
Wechselkurs
6
Zustandsraummodell
6
more ...
less ...
Online availability
All
Undetermined
39
Free
2
Type of publication
All
Article
83
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
86
Author
All
McAleer, Michael
7
Asai, Manabu
5
Yu, Jun
4
Bordignon, Silvano
3
Maasoumi, Esfandiar
3
Amsler, Christine Elaine
2
Chan, Joshua
2
Dagum, Estela Bee
2
Fernandes, Marcelo
2
Gouriéroux, Christian
2
Koopman, Siem Jan
2
Li, Dong
2
Liesenfeld, Roman
2
Meyer, Renate
2
Schmidt, Peter
2
Simar, Léopold
2
Adolfson, Malin
1
Alexander, Carol
1
Alghalith, Moawia
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Bao, Yong
1
Beckert, Walter
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Jun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, David
1
Chaussé, Pierre
1
Chen, Qiang
1
Cubadda, Gianluca
1
Davidson, Russell
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
more ...
less ...
Published in...
All
Econometric reviews
European journal of operational research : EJOR
644
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
177
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
140
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
119
Physica A: Statistical Mechanics and its Applications
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
International journal of financial engineering
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
Omega : the international journal of management science
77
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
2
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:
3
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
4
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
5
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
6
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
7
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
8
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
9
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
10
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->