//--> //--> //-->
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"
~language:"eng"
~person:"Asai, Manabu"
~person:"Tsionas, Efthymios G."
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
6
Volatilität
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Estimation
3
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätztheorie
3
Schätzung
3
Correlation
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Method of moments
2
Momentenmethode
2
Multivariate Analyse
2
Multivariate analysis
2
USA
2
United States
2
1982-1994
1
1999-2007
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Allocative efficiency
1
Allokationseffizienz
1
Capital income
1
Capital structure
1
Competition
1
Covolatility
1
Diffusion process
1
Endogeneity
1
Firm performance
1
Forecasting model
1
Großbritannien
1
Heterogeneity
1
Heteroskedasticity
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
Asai, Manabu
Tsionas, Efthymios G.
Maasoumi, Esfandiar
32
McAleer, Michael
20
Baltagi, Badi H.
16
Phillips, Peter C. B.
16
Hsiao, Cheng
14
Ullah, Aman
14
Li, Qi
13
Taylor, Robert
13
Pesaran, M. Hashem
10
Geweke, John
9
Cavaliere, Giuseppe
8
Gao, Jiti
8
Kumbhakar, Subal
8
Medeiros, Marcelo C.
8
Spanos, Aris
8
Dagum, Estela Bee
7
Franses, Philip Hans
7
Hall, Alastair R.
7
Racine, Jeffrey
7
Sun, Yiguo
7
Teräsvirta, Timo
7
Westerlund, Joakim
7
Xiao, Zhijie
7
An, Sungbae
6
Caner, Mehmet
6
Davidson, Russell
6
Kao, Chihwa
6
Kilian, Lutz
6
Lee, Lung-fei
6
Linton, Oliver
6
Orme, Chris D.
6
Psaradakis, Zacharias G.
6
Schmidt, Peter
6
Schorfheide, Frank
6
Soofi, Ehsan S.
6
Su, Liangjun
6
Tu, Yundong
6
Dijk, Herman K. van
5
Fiebig, Denzil G.
5
more ...
less ...
Published in...
All
Econometric reviews
European journal of operational research : EJOR
39
Journal of econometrics
18
Tourism management : research, policies, practice
14
Economic modelling
11
Economics letters
11
International journal of hospitality management
9
International journal of production economics
9
Journal of banking & finance
9
Computational economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Applied financial economics
5
Econometrics : open access journal
5
Energy economics
5
International journal of finance & economics : IJFE
5
Journal of applied econometrics
5
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
5
Regional studies
5
Applied economics
4
Applied economics letters
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Journal of time series econometrics
4
The econometrics journal
4
International journal of forecasting
3
Journal of financial stability
3
Journal of productivity analysis
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
3
Omega : the international journal of management science
3
Oxford bulletin of economics and statistics
3
Empirica : journal of european economics
2
European economic review : EER
2
Global business & economics review
2
International journal of contemporary hospitality management
2
International review of economics & finance : IREF
2
Journal of business research : JBR
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficiency gains in least squares estimation : a new approach
Papadopoulos, Alecos
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013167581
Saved in:
2
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
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
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:
5
On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Tsionas, Efthymios G.
;
Tran, Kien C.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 871-893
Persistent link: https://www.econbiz.de/10011590632
Saved in:
6
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:
7
Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003943402
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
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:
10
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...
//-->