//--> //--> //--> //-->
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
A Non-Parametric and Entropy B...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Volatility
13
Volatilität
13
Stochastic process
7
Stochastischer Prozess
7
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation theory
4
Multivariate Analyse
4
Multivariate analysis
4
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
USA
3
United States
3
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Scientific modelling
2
Share price
2
1982-2004
1
1999-2007
1
5YD2
1
Aktienindex
1
Article Influence
1
Asymmetry
1
Bias
1
C3PO
1
CAPM
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
29
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Bibliografie enthalten
2
Bibliography included
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Nachruf
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
22
Undetermined
9
Author
All
McAleer, Michael
21
Asai, Manabu
9
Mcaleer, Michael
9
Maasoumi, Esfandiar
8
Hoti, Suhejla
4
Chan, Felix
2
Chang, Chia-Lin
2
Ling, Shiqing
2
McKenzie, Colin
2
Yu, Jun
2
Allen, David E.
1
Gao, Jiti
1
Li, W.
1
Li, Wai Keung
1
Martinet, Guillaume Gaetan
1
Medeiros, Marcelo
1
Medeiros, Marcelo C.
1
Nawata, Kazumitsu
1
Oxley, Les
1
Pesaran, M. Hashem
1
Saart, Patrick W.
1
Slottje, Daniel
1
Slottje, Daniel Jonathan
1
Tse, Yiu Kuen
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
92
School of Accounting, Finance and Economics & FEMARC working paper series
78
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Journal of economic surveys
58
Mathematics and Computers in Simulation (MATCOM)
55
Journal of econometrics
41
Journal of Economic Surveys
38
Working papers in economics and econometrics
38
CARF F-Series
33
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
Applied economics
26
Journal of risk and financial management : JRFM
24
Annals of financial economics
20
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper series / School of Economics and Finance, Curtin University of Technology
14
Discussion paper / Institute of Social and Economic Research
13
ISER Discussion Paper
13
Working papers / School of Business, Edith Cowan University
13
Econometric Reviews
12
Energy economics
12
Tourism management : research, policies, practice
12
Econometric theory
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Econometrics
10
Risks : open access journal
10
Economics letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
22
OLC EcoSci
9
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
2
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:
3
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:
4
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
5
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
6
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:
7
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
Saved in:
8
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
Saved in:
9
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
10
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->