//--> //--> //--> //-->
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"
~language:"eng"
~person:"McAleer, Michael"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
Time series analysis
5
Zeitreihenanalyse
5
Econometrics
3
Estimation
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic volatility
3
Ökonometrie
3
Börsenkurs
2
Capital income
2
Capital market returns
2
Derivat
2
Derivative
2
Futures exchange
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Leverage effects
2
Long memory
2
Multivariate stochastic volatility
2
Share price
2
Terminbörse
2
1975-1998
1
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Conditional duration
1
Conditional volatility
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
12
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Konferenzschrift
1
Language
All
English
Author
All
McAleer, Michael
Phillips, Peter C. B.
50
Linton, Oliver
31
Taylor, Robert
27
Ghysels, Eric
21
Park, Joon Y.
20
Gouriéroux, Christian
19
Lee, Lung-fei
19
Koop, Gary
18
Gao, Jiti
17
Swanson, Norman R.
17
Todorov, Viktor
17
Xiao, Zhijie
17
Pesaran, M. Hashem
16
Robinson, Peter M.
16
Schmidt, Peter
16
Yu, Jun
16
Bollerslev, Tim
15
Hsiao, Cheng
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Li, Qi
14
Baltagi, Badi H.
13
Chen, Xiaohong
13
Diebold, Francis X.
13
Leybourne, Stephen James
13
Renault, Eric
13
Timmermann, Allan
13
White, Halbert
13
Andersen, Torben
12
Corradi, Valentina
12
Dufour, Jean-Marie
12
Elliott, Graham
12
Granger, C. W. J.
12
Hong, Yongmiao
12
Chib, Siddhartha
11
Kapetanios, George
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Su, Liangjun
11
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Econometric Institute research papers
79
Working paper
53
Discussion paper / Tinbergen Institute
48
Econometric reviews
15
Working papers in quantitative economics and econometrics
15
Tinbergen Institute Discussion Paper
14
Journal of economic surveys
13
Working papers in economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Applied economics
9
Journal of risk and financial management : JRFM
9
School of Accounting, Finance and Economics & FEMARC working paper series
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Econometrics : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Applied financial economics
3
Journal of applied econometrics
3
Texto para discussão
3
The North American journal of economics and finance : a journal of financial economics studies
3
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
Energy economics
2
Journal of forecasting
2
Journal of macroeconomics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Working Papers in Economics
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Contributions to economic analysis
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
2
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
3
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
6
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
7
An econometric analysis of asymmetric volatility :
theory
and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
8
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
9
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
10
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->