//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"The econometrics journal"
~person:"McAleer, Michael"
~subject:"Portfolio selection"
~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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Portfolio selection
Prognoseverfahren
Estimation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
1982-2003
1
Börsenkurs
1
Exchange rate
1
Japan
1
Modellierung
1
Scientific modelling
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Asai, Manabu
2
Bardsley, Patrick
1
Cai, Michael
1
Clements, Michael P.
1
Del Negro, Marco
1
Ericsson, Neil R.
1
Ferriani, Fabrizio
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Herbst, Edward P.
1
Horváth, Lajos
1
Hubner, Stefan
1
Kang, Kyu Ho
1
Kokoszka, Piotr
1
Krolzig, Hans-Martin
1
Lanne, Markku
1
Liu, Qiang
1
Liu, Zhi
1
Marquez, Jaime R.
1
Matlin, Ethan
1
Pastorello, Sergio
1
Pong, Shiuyan
1
Saikkonen, Pentti
1
Sarfati, Reca
1
Schorfheide, Frank
1
Shackleton, Mark B.
1
Sluis, Pieter J. van der
1
Tanaka, Shinya
1
Taylor, Stephen
1
Uematsu, Yoshimasa
1
Young, Gabriel
1
Čížek, Pavel
1
more ...
less ...
Published in...
All
The econometrics journal
Econometric Institute research papers
27
Working paper
16
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
International journal of forecasting
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
Applied economics
1
Econometrics : open access journal
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
2
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->