//--> //--> //--> //-->
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:"Journal of econometrics"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Theorie
18
Theory
18
Estimation theory
15
Schätztheorie
15
Time series analysis
14
Zeitreihenanalyse
14
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Estimation
4
Method of moments
4
Momentenmethode
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Stochastic volatility
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Econometrics
3
Long memory
3
Multivariate Analyse
3
Multivariate Verteilung
3
Multivariate analysis
3
Multivariate distribution
3
Neural networks
3
Neuronale Netze
3
Option trading
3
Optionsgeschäft
3
Regression analysis
3
Regressionsanalyse
3
Semiparametric efficiency
3
Statistical distribution
3
Statistische Verteilung
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
40
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Aufsatz in Zeitschrift
44
Collection of articles of several authors
4
Conference paper
4
Konferenzbeitrag
4
Sammelwerk
4
Konferenzschrift
2
Conference proceedings
1
Festschrift
1
more ...
less ...
Language
All
English
Author
All
Chen, Xiaohong
McAleer, Michael
Phillips, Peter C. B.
66
Linton, Oliver
45
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Bollerslev, Tim
23
Chen, Songnian
23
Koop, Gary
23
Swanson, Norman R.
23
Yu, Jun
23
Renault, Eric
22
Timmermann, Allan
22
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Todorov, Viktor
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
Fan, Yanqin
17
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic surveys
26
Journal of risk and financial management : JRFM
21
Econometric reviews
20
Annals of financial economics
16
Applied economics
14
Econometric theory
13
Energy economics
12
International review of economics & finance : IREF
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
6
Econometrics : open access journal
6
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
International journal of forecasting
6
Tourism management : research, policies, practice
6
Economics letters
5
Journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
China economic review : an international journal
4
European journal of operational research : EJOR
4
Group decision and negotiation
4
Journal of applied econometrics
4
Journal of the Operational Research Society
4
Finance research letters
3
International journal of production research
3
Journal of business ethics : JBE
3
Journal of travel and tourism marketing
3
Managerial finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
The econometrics journal
3
The review of economic studies
3
The review of economics and statistics
3
Economic modelling
2
International journal of contemporary hospitality management
2
International journal of information technology and management : IJITM
2
International journal of production economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
5
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
6
Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->