//--> //--> //-->
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:"Computational economics"
~subject:"ARCH model"
~subject:"Capital market returns"
~subject:"Prognoseverfahren"
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
ARCH model
Capital market returns
Prognoseverfahren
ARCH-Modell
1
Asymmetry
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo method
1
Bayesian inference
1
Kapitalmarktrendite
1
Markov chain
1
Markov-Kette
1
Matrix-exponential
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate GARCH
1
Realized measure
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
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
Fabozzi, Frank J.
2
Afuecheta, Emmanuel
1
Aguayo-Moreno, Ester
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Ballini, Rosangela
1
Bassil, Charbel
1
Baz, Roland
1
Belhachemi, Rachid
1
Belkacem, Lotfi
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Casas, Isabel
1
Chang, Kuang-Liang
1
Chen, Cathy W. S.
1
Chen, Yi-Ting
1
Cheung, Yin-Wong
1
Chung, Sang-Kuck
1
Dai, Xingyu
1
Dong, Manh Cuong
1
Fan, Pengying
1
Fang, Yuantao
1
Frausto-Solís, Juan
1
Ftiti, Zied
1
Gao, Yu
1
García‑Medina, Andrés
1
Ghosh, Indranil
1
Giner, Javier
1
Goel, Anubha
1
Gomide, Fernando
1
Han, Lu
1
Harb, Etienne
1
Hossain, Md. Alamgir
1
Jana, R. K.
1
Jawadi, Fredj
1
Jiao, Xingrui
1
Karlsson, Hyunjoo Kim
1
Karmous, Aida
1
Kassamany, Talie
1
more ...
less ...
Published in...
All
Computational economics
Econometric Institute research papers
54
Discussion paper / Tinbergen Institute
33
Working paper
25
Econometric reviews
4
International review of economics & finance : IREF
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Econometrics : open access journal
3
Energy economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of economic surveys
2
Risks : open access journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Quantifying consumer preferences
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Korean economic review
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-005/III
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->