//--> //--> //-->
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 time series econometrics"
~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"USA"
~subject:"United States"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
USA
United States
Estimation theory
2
Schätztheorie
2
ARCH model
1
ARMA model
1
ARMA-Modell
1
Cointegration
1
Dickey-Fuller Tests
1
Gegenbauer process
1
Interest rate
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Zeitreihenanalyse
1
Zins
1
asymptotic normality
1
cointegration
1
consistency
1
diagonal BEKK
1
differencing
1
hyper-rotated BEKK
1
interest rates
1
long memory processes
1
multivariate GARCH
1
quasi-maximum likelihood estimation
1
rotated BEKK
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
McAleer, Michael
Zhang, Yaojie
Asai, Manabu
3
Arvanitis, Stelios
2
So, Mike Ka-pui
2
Aknouche, Abdelhakim
1
Amo Baffour, Alexander
1
Ardia, David
1
Bluteau, Keven
1
Boubaker, Heni
1
Buanya, Beryl Adormaa
1
Burda, Martin
1
Candido, Osvaldo
1
Chen, Jie
1
Chen, Xilong
1
Dēmos, Antōnēs A.
1
Fan, Liwei
1
Gabrys, Robertas
1
Ghysels, Eric
1
Grassi, Stefano
1
Hecq, Alain W. J.
1
Hoogerheide, Lennart
1
Hörmann, Siegfried
1
Jensen, Anders Tolver
1
Jiang, Zhengjun
1
Jingchun, Feng
1
Kokoszka, Piotr
1
Lange, Theis
1
Laurent, Sébastien
1
Louka, Alexandros
1
Marfatia, Hardik A.
1
Milunovich, George
1
Palm, Franz C.
1
Pereira, Pedro L. Valls
1
Politis, Dimitris N.
1
Proietti, Tommaso
1
Sanhaji, Bilel
1
Singh, Tarlok
1
Tófoli, Paula V.
1
Vafiadis, Nikolaos
1
Wang, Fangfang
1
more ...
less ...
Published in...
All
Journal of time series econometrics
Energy economics
10
Applied economics
9
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
Econometric reviews
5
Journal of economic surveys
5
Journal of forecasting
5
Econometrics : open access journal
4
International review of economics & finance : IREF
4
Journal of econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometric theory
3
Economic modelling
3
Finance research letters
3
Applied financial economics
2
Bulletin of economic research
2
Economics letters
2
Risks : open access journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Computational economics
1
Economia : revista da ANPEC
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Managerial finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The econometrics journal
1
The journal of futures markets
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->