//--> //--> //-->
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
person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~subject:"Schätzung"
~subject:"USA"
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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
USA
Volatility
14
Volatilität
14
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
ARCH model
3
ARCH-Modell
3
Time series analysis
3
United States
3
Zeitreihenanalyse
3
Börsenkurs
2
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Schätztheorie
2
Scientific modelling
2
Share price
2
1982-2004
1
1999-2007
1
Air pollution
1
Aktienindex
1
Asymmetry
1
CAPM
1
Capital income
1
Capital market returns
1
Capital structure
1
China
1
Covolatility
1
Diffusion process
1
Emissions trading
1
Emissionshandel
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
McAleer, Michael
Asai, Manabu
3
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chang, Bisharat Hussain
2
Gohar, Raheel
2
Gupta, Rangan
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Salman, Asma
2
Teräsvirta, Timo
2
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anjum, Nadia
1
Anyfantaki, Sofia
1
Bandi, Federico M.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Campe, Roland von
1
Chan, David
1
Corsi, Fulvio
1
D'Innocenzo, Enzo
1
Dellaportas, Petros
1
Denison, David G. T.
1
Derindag, Omer Faruk
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Fernandes, Marcelo
1
Ftiti, Zied
1
Ghumro, Niaz Hussain
1
Glickman, Mark E.
1
Gonçalves, Sílvia
1
more ...
less ...
Published in...
All
Annals of financial economics
Econometric reviews
Econometric Institute research papers
34
Discussion paper / Tinbergen Institute
16
Working paper
16
Journal of econometrics
3
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied economics
1
Applied financial economics
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
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)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
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:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
4
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
5
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->