//--> //--> //-->
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:"Econometric reviews"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Cavaliere, Giuseppe"
~subject:"Stochastischer Prozess"
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
Stochastischer Prozess
Volatility
20
Volatilität
20
Theorie
10
Theory
10
Stochastic process
9
Estimation
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Multivariate Analyse
4
Multivariate analysis
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
USA
3
United States
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Capital income
2
Correlation
2
Einheitswurzeltest
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Korrelation
2
Modellierung
2
Prognoseverfahren
2
Scientific modelling
2
Share price
2
Unit root test
2
(periodic) nonstationary volatility
1
1982-2004
1
1996-2009
1
1999-2007
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Graue Literatur
1
Non-commercial literature
1
Systematic review
1
Working Paper
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
9
Author
All
McAleer, Michael
Cavaliere, Giuseppe
Asai, Manabu
5
Chan, Joshua
2
Gouriéroux, Christian
2
Koopman, Siem Jan
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
1
Allen, David E.
1
Ausín, M. Concepción
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Chan, David
1
Chaussé, Pierre
1
Chen, Qiang
1
Dimitrakopoulos, Stefanos
1
Doz, Catherine
1
Eisenstat, Eric
1
Fernandes, Marcelo
1
Forbes, Catherine Scipione
1
Galeano, Pedro
1
Glickman, Mark E.
1
Gu, Wentao
1
Hu, Meidi
1
Jasiak, Joann
1
Jawadi, Fredj
1
Jungbacker, Borus
1
Kirby, Chris
1
Kohn, Robert
1
Kolossiatis, Michalis
1
Lazar, Emese
1
León-González, Roberto
1
more ...
less ...
Published in...
All
Econometric reviews
School of Accounting, Finance and Economics & FEMARC working paper series
Discussion paper / Tinbergen Institute
13
Econometric Institute research papers
10
Working paper
10
Journal of econometrics
6
Econometrics : open access journal
3
Risks : open access journal
2
The econometrics journal
2
Economics letters
1
Finance research letters
1
International review of economics & finance : IREF
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
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2019-083/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
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:
3
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:
4
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
5
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:
6
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
8
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:
9
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->