//--> //--> //--> //-->
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"
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
Time series forecasts of inter...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
5
Zeitreihenanalyse
5
Stochastic volatility
4
Econometrics
3
Estimation
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Ökonometrie
3
ARCH model
2
ARCH-Modell
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Estimation theory
2
Financial econometrics
2
Finanzmarktökonometrie
2
Futures exchange
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
37
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Konferenzschrift
1
Language
All
English
22
Undetermined
19
Author
All
McAleer, Michael
31
Medeiros, Marcelo C.
11
Mcaleer, Michael
10
Asai, Manabu
7
Chan, Felix
5
Chang, Chia-Lin
5
Ling, Shiqing
5
Slottje, Daniel
5
Allen, David E.
3
Peiris, Shelton
3
Ramos, Vicente
3
Slottje, Daniel Jonathan
3
Allen, David
2
Areosa, Waldyr Dutra
2
Basmann, Robert L.
2
Gao, Jiti
2
Kunitomo, Naoto
2
Marinova, Dora
2
Nishiyama, Yoshihiko
2
Rey-Maquieira, Javier
2
Tong, Howell
2
Andersen, Torben
1
Rey-Maquieira Palmer, Javier
1
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
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
94
Discussion paper / Institute of Social and Economic Research
79
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Mathematics and Computers in Simulation (MATCOM)
63
Journal of economic surveys
61
Journal of Economic Surveys
40
Working papers in economics and econometrics
39
Econometric reviews
34
CARF F-Series
33
ISER Discussion Paper
31
Working papers in quantitative economics and econometrics
30
Journal of Risk and Financial Management
27
Applied economics
23
Journal of risk and financial management : JRFM
21
Annals of financial economics
17
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
School of Accounting, Finance and Economics & FEMARC working paper series
14
Australian National University - Department of Economics
12
Econometric Reviews
12
Energy economics
12
Tourism management : research, policies, practice
12
Applied financial economics
11
Econometric theory
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Econometrics
10
Journal of applied econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / School of Business, Edith Cowan University
10
Discussion paper
9
more ...
less ...
Source
All
ECONIS (ZBW)
22
OLC EcoSci
19
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The significance of testing empirical non-nested models
McAleer, Michael
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001333013
Saved in:
2
The econometrics of intellectual property : an overview
McAleer, Michael
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
Saved in:
3
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:
4
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
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
Frontiers in time series and financial econometrics
Ling, Shiqing
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011503765
Saved in:
8
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:
9
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:
10
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->