//--> //--> //-->
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:"The econometrics journal"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Mendes, Eduardo F."
~subject:"Theorie"
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
The Minimum Description Length...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Modellierung
18
Scientific modelling
18
ARCH model
11
ARCH-Modell
11
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Volatility
8
Volatilität
8
Estimation
6
Schätzung
6
Theory
6
Bibliometrics
3
Bibliometrie
3
Stochastic process
3
Stochastischer Prozess
3
Analysis of variance
2
Commodity derivative
2
Credit risk
2
Econometrics
2
Exchange rate risk
2
Kreditrisiko
2
Risikomaß
2
Risk measure
2
Robust statistics
2
Robustes Verfahren
2
Rohstoffderivat
2
Varianzanalyse
2
Währungsrisiko
2
Ökonometrie
2
1978-2008
1
2006-2011
1
Australia
1
Australien
1
Biowissenschaften
1
China
1
Cointegration
1
Credit derivative
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
5
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
6
Author
All
McAleer, Michael
Mendes, Eduardo F.
Bodnar, Olha
2
Bosetti, Valentina
2
Caporin, Massimiliano
2
Castle, Jennifer
2
Drouet, Laurent
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Abadir, Karim Maher
1
Abbring, Jaap H.
1
Agerbo, Esben
1
Anderson, Barry
1
Asai, Manabu
1
Athanasoglou, Stergios
1
Athanassoglou, Stergios
1
Bauwens, Luc
1
Blazsek, Szabolcs
1
Bontemps, Christian
1
Borgonovo, Emanuele
1
Bosello, Francesco
1
Bullard, James Brian
1
Chatzivgeri, Eleni
1
Chiodo, Abbigail J.
1
Compiani, Giovanni
1
De Cian, Enrica
1
Delle Monache, Davide
1
Dong, Baiyu
1
Engsted, Tom
1
Eriksson, Tor
1
Eriksson, Viktor
1
Escribano, Álvaro
1
Estola, Matti
1
Galeotti, Marzio
1
Galichon, Alfred
1
Gallo, Giampiero M.
1
Guidolin, Massimo
1
Hoover, Kevin D.
1
Horowitz, Joel
1
Hsieh, Yu-Wei
1
Iskhakov, Fedor
1
more ...
less ...
Published in...
All
The econometrics journal
Working paper
Econometric Institute research papers
4
Journal of econometrics
4
Working papers in quantitative economics and econometrics
4
Journal of economic surveys
2
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrics : open access journal
1
Journal of risk and financial management : JRFM
1
The economic journal : the journal of the Royal Economic Society
1
The significance of testing in econometrics
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on nonlinear cointegration, misspecification and bimodality
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008669363
Saved in:
2
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
3
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
6
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008760515
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->