//--> //--> //-->
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:"Börsenkurs"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
28
Schätzung
28
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
9
Welt
9
World
9
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Capital income
5
International tourism
5
Internationaler Tourismus
5
Kapitaleinkommen
5
Modellierung
5
Scientific modelling
5
Stochastic process
5
Stochastischer Prozess
5
Taiwan
5
Theorie
5
Theory
5
Demand
4
Nachfrage
4
Share price
4
Capital market returns
3
Economic indicator
3
Factor analysis
3
Faktorenanalyse
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Thailand
3
Wirtschaftsindikator
3
1996-2009
2
Aktienindex
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
McAleer, Michael
Pesaran, M. Hashem
Mumtaz, Haroon
3
Gourier, Elise
2
Guo, Hui
2
Neely, Christopher J.
2
Nyholm, Ken
2
Raunig, Burkhard
2
Savickas, Robert
2
Theodoridis, Konstantinos
2
Anagnostopoulos, Alexios
1
Atesagaoglu, Orhan Erem
1
Attanasio, Orazio P.
1
Baker, Scott
1
Baldauf, Markus
1
Baldi, Lucia
1
Bardgett, Chris
1
Bartholdy, Jan
1
Białkowski, Je̜drzej
1
Bloom, Nicholas
1
Bowman, Robert G.
1
Cedic, Samir
1
Davis, Steven J.
1
Dickins, Paul
1
Engsted, Tom
1
Erdemlioglu, Deniz
1
Etebari, Ahmad
1
Faraglia, Elisa
1
Gemmill, Gordon
1
Giannitsarou, Chryssi
1
Hafner, Christian M.
1
Ishida, Isao
1
Kam Fong Chan
1
Kapetanios, George
1
Leippold, Markus
1
Liu, Yanbo
1
Lui, Silvia S. W.
1
Lund, Jesper
1
Mahmoud, Alwan
1
Manera, Matteo
1
Martinet, Guillaume Gaetan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper
Econometric Institute research papers
7
Discussion paper / Tinbergen Institute
6
CESifo working papers
4
Cambridge working papers in economics
3
DAE working paper
3
Applied economics
2
CESifo Working Paper Series
2
Discussion paper in financial economics : FE
1
Discussion paper series / IZA
1
Econometric reviews
1
Econometrics : open access journal
1
Economic modelling
1
Economies : open access journal
1
IZA Discussion Paper
1
Journal of applied econometrics
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
Risks : open access journal
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
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
4
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->