//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Survey"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Volatility
14
Volatilität
14
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Estimation
5
Estimation theory
5
Schätztheorie
5
Schätzung
5
Multivariate Analyse
4
Multivariate analysis
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Scientific modelling
2
Share price
2
Statistical test
2
Statistischer Test
2
1960-1999
1
1982-2004
1
1999-2007
1
5YD2
1
Aktienindex
1
Article Influence
1
Asymmetry
1
Autocorrelation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
26
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
27
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Nachruf
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Caporale, Guglielmo Maria
McAleer, Michael
Phillips, Peter C. B.
82
Taylor, Robert
40
Maasoumi, Esfandiar
33
Linton, Oliver
32
Li, Qi
26
Baltagi, Badi H.
25
Xiao, Zhijie
23
Leybourne, Stephen James
22
Cavaliere, Giuseppe
21
Lee, Lung-fei
21
Hsiao, Cheng
20
Saikkonen, Pentti
20
White, Halbert
20
Gao, Jiti
19
Perron, Pierre
18
Ullah, Aman
18
Horváth, Lajos
17
Wang, Qiying
17
Pötscher, Benedikt M.
16
Su, Liangjun
16
Andrews, Donald W. K.
15
Florens, Jean-Pierre
15
Hahn, Jinyong
15
Lieberman, Offer
15
Otsu, Taisuke
15
Bierens, Herman J.
14
Lütkepohl, Helmut
14
Moon, Hyungsik Roger
14
Pesaran, M. Hashem
14
Wooldridge, Jeffrey M.
14
Abadir, Karim Maher
13
Hansen, Bruce E.
13
Jong, Robert M. de
13
Cai, Zongwu
12
Caner, Mehmet
12
Fan, Yanqin
12
Gouriéroux, Christian
12
Harvey, David I.
12
Johansen, Søren
12
more ...
less ...
Published in...
All
Econometric reviews
Econometric theory
Journal of economic surveys
27
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Applied economics
20
Annals of financial economics
16
Applied financial economics
13
Research in international business and finance
13
Applied economics letters
11
International journal of finance & economics : IJFE
11
Economic modelling
10
International review of economics & finance : IREF
10
Journal of international money and finance
10
Finance research letters
9
Journal of forecasting
8
Economics letters
7
Energy economics
7
Journal of economics and finance
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Econometrics : open access journal
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of international financial markets, institutions & money
6
Review of international economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of economic integration
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The Manchester School
5
Bulletin of economic research
4
Journal of economics and finance : JEF
4
Journal of macroeconomics
4
Tourism management : research, policies, practice
4
China economic review : an international journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
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
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
4
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
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
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
Saved in:
7
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:
8
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
9
Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
Saved in:
10
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->