//--> //--> //--> //-->
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
GFC-robust risk management und...
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
8
Stochastischer Prozess
8
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
7
Type of publication
All
Article
38
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Konferenzschrift
1
Language
All
English
23
Undetermined
19
Author
All
McAleer, Michael
31
Medeiros, Marcelo C.
11
Mcaleer, Michael
10
Asai, Manabu
7
Chang, Chia-Lin
6
Chan, Felix
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
Jiménez-Martín, Juan-Ángel
1
Maasoumi, Esfandiar
1
Pérez Amaral, Teodosio
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
133
Econometric Institute Research Papers
130
Working paper
123
Working Papers in Economics
122
Documentos de Trabajo del ICAE
121
KIER Working Papers
94
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Journal of economic surveys
58
Mathematics and Computers in Simulation (MATCOM)
58
Working papers in economics and econometrics
39
Journal of Economic Surveys
38
Econometric reviews
34
CARF F-Series
33
Working papers in quantitative economics and econometrics
30
ISER Discussion Paper
29
Applied economics
27
Journal of Risk and Financial Management
27
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
Discussion paper / Institute of Social and Economic Research
13
The North American journal of economics and finance : a journal of financial economics studies
13
Australian National University - Department of Economics
12
Econometric Reviews
12
Econometric theory
12
Energy economics
12
Telecommunications policy : the international journal of digital economy, data sciences and new media
12
Tourism management : research, policies, practice
12
Applied financial economics
11
Econometrics
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Journal of applied econometrics
10
Working papers / School of Business, Edith Cowan University
10
more ...
less ...
Source
All
ECONIS (ZBW)
23
OLC EcoSci
19
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
5
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:
6
An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
Saved in:
7
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
8
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:
9
Patent activity and technical change
Basmann, Robert L.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003485371
Saved in:
10
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->