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:"Journal of econometrics"
~isPartOf:"Mathematics and Computers in Simulation (MATCOM)"
~person:"Chang, Chia-Lin"
~person:"McAleer, Michael"
~subject:"ARCH model"
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
Tests of Bias in Log-Periodogr...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Long memory
3
Volatility
3
Volatilität
3
Asymmetry
2
Capital income
2
Daily capital charges
2
Kapitaleinkommen
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate GARCH
2
Stochastic process
2
Stochastic volatility
2
Stochastische Volatilität
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH-Modell
1
Asymptotic distribution
1
Basel Accord
1
Bayesian strategy
1
Capital market returns
1
Conditional correlations
1
Correlation
1
DPOT
1
Dimension reduction
1
Dynamic covariance matrix
1
Econometric models
1
Estimation
1
Exchange Rates
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Finite sample properties
1
Forecast errors
1
Forecasting model
1
Forecasting performance
1
Futures returns
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
1
Author
All
Chang, Chia-Lin
McAleer, Michael
Asai, Manabu
1
Ergemen, Yunus Emre
1
Published in...
All
Journal of econometrics
Mathematics and Computers in Simulation (MATCOM)
Discussion paper / Tinbergen Institute
19
Econometrics : open access journal
3
Discussion paper / Institute of Social and Economic Research
1
Economia : revista da ANPEC
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 17082/III (2017)
1
USC-INET Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
