//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Welt"
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
Sectoral R&D intensity and Exc...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
Welt
Volatility
4
Volatilität
4
Stochastischer Prozess
3
Theorie
3
Theory
3
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Estimation theory
1
Forecasting model
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Sampling
1
Schätztheorie
1
Statistical error
1
Statistical test
1
Statistischer Fehler
1
Statistischer Test
1
Stichprobenerhebung
1
Varianzanalyse
1
discrete distributions
1
high-frequency dynamics
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Koopman, Siem Jan
McAleer, Michael
Barndorff-Nielsen, Ole E.
3
Ruiz, Esther
3
Engle, Robert F.
2
Fleming, Jeff
2
Ghysels, Eric
2
Horváth, Lajos
2
Kirby, Chris
2
Shephard, Neil G.
2
Wu, Liuren
2
Ahoniemi, Katja
1
Andersen, Torben
1
Asai, Manabu
1
Badescu, Alexandru
1
Barra, István
1
Barunik, Jozef
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Brownlees, Christian
1
Byoun, Soku
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Carnero, M. Angeles
1
Carr, Peter
1
Chan, Joshua
1
Cui, Zhenyu
1
Diebold, Francis X.
1
Djegnéné, Barnabé
1
Dufays, Arnaud
1
Durham, Garland
1
Durham, Garland B.
1
Fantazzini, Dean
1
Fisher, Adlai J.
1
Francq, Christian
1
Franses, Philip Hans
1
Frederiksen, Per
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
69
Econometric Institute research papers
49
Working paper
28
Econometric reviews
10
Journal of econometrics
5
International review of economics & finance : IREF
4
Econometrics : open access journal
3
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tinbergen Institute Discussion Paper
3
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Economics letters
1
Economics of innovation and new technology
1
Finance research letters
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
International journal of innovation and technology management
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Quantifying consumer preferences
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and long memory in
volatility
modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
2
The analysis of stochastic
volatility
in the presence of daily realized measures
Koopman, Siem Jan
;
Scharth, Marcel
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 76-115
Persistent link: https://www.econbiz.de/10009708926
Saved in:
3
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->