//--> //--> //-->
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"
~person:"McAleer, Michael"
~person:"Todorov, Viktor"
~subject:"Estimation"
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:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Theorie
5
Theory
5
Schätzung
4
Multivariate Analyse
3
Multivariate analysis
3
ARCH model
2
ARCH-Modell
2
USA
2
United States
2
1999-2007
1
Aktienindex
1
Asymmetry
1
Börsenkurs
1
CAPM
1
Capital market returns
1
Correlation
1
Diffusion process
1
Hong Kong
1
Hongkong
1
Japan
1
Kapitalmarktrendite
1
Korrelation
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Share price
1
Stock index
1
Time series analysis
1
Zeitreihenanalyse
1
asymptotic properties
1
existence
1
fractional Brownian motion
1
generalized method of moments
1
invertibility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Todorov, Viktor
Asai, Manabu
3
Chan, Joshua
2
Meyer, Renate
2
Adolfson, Malin
1
Alghalith, Moawia
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Brownlees, Christian
1
Bu, Ruijun
1
Caporin, Massimiliano
1
Cubadda, Gianluca
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Fernandes, Marcelo
1
Glickman, Mark E.
1
Jawadi, Fredj
1
Jungbacker, Borus
1
Kolossiatis, Michalis
1
Koopman, Siem Jan
1
Li, Yuyi
1
Lindé, Jesper
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Nakajima, Jouchi
1
Nualart, Eulalia
1
Omori, Yasuhiro
1
Paruolo, Paolo
1
Pesaran, M. Hashem
1
Pettenuzzo, Davide
1
Philipov, Alexander
1
Poon, Aubrey
1
Psaradakis, Zacharias G.
1
Steel, Mark F. J.
1
Strachan, Rodney W.
1
Sun, Yucheng
1
Timmermann, Allan
1
Tzavalis, Elias
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
11
Econometric Institute research papers
7
Discussion paper / Tinbergen Institute
6
Working paper
5
Risks : open access journal
2
The econometrics journal
2
Working papers in economics and econometrics
2
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Managerial finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
SFB 649 discussion paper
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
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
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->