//--> //--> //-->
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
subject:"Announcement effect"
subject:"Börsenkurs"
~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Announcement effect
Börsenkurs
Kapitalmarktrendite
Estimation
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
USA
2
United States
2
1999-2007
1
Aktienindex
1
Asymmetry
1
Capital market returns
1
Diffusion process
1
Hong Kong
1
Hongkong
1
Japan
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Share price
1
Stock index
1
Time series analysis
1
Zeitreihenanalyse
1
asymptotic properties
1
existence
1
fractional Brownian motion
1
generalized method of moments
1
invertibility
1
leverage
1
long memory
1
multivariate stochastic volatility
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
McAleer, Michael
Harvey, David I.
2
Leybourne, Stephen James
2
Maasoumi, Esfandiar
2
Taylor, Robert
2
Alghalith, Moawia
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Astill, Sam
1
Jiang, Chuanliang
1
Karabiyik, Hande
1
Martinet, Guillaume Gaetan
1
Narayan, Paresh Kumar
1
Ohno, Saburo
1
Sala, Carlo
1
Westerlund, Joakim
1
Xiao, Zhijie
1
more ...
less ...
Published in...
All
Econometric reviews
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
8
Working paper
4
Applied economics
2
Risks : open access journal
2
Econometrics : open access journal
1
Economies : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->