//--> //--> //-->
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
source:"econis"
subject:"Theorie"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"McAleer, Michael"
~subject:"Prognoseverfahren"
~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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Prognoseverfahren
USA
Estimation
5
Schätzung
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Stochastic process
2
Stochastischer Prozess
2
United States
2
Welt
2
World
2
1933-2007
1
2000-2010
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Demand
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Kapitaleinkommen
1
Malaysia
1
Modellierung
1
Nachfrage
1
Risikomaß
1
Risk measure
1
Rohstoffderivat
1
Saisonkomponente
1
Scientific modelling
1
Seasonal component
1
Share price
1
Singapore
1
Singapur
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
McAleer, Michael
Asai, Manabu
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Published in...
All
Working paper
3
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
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:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->