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~subject:"Ökonometrie"
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Multivariate Stochastic Volati...
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Ökonometrie
Volatility
339
Volatilität
312
Theorie
298
Theory
287
ARCH-Modell
229
ARCH model
225
Schätzung
172
Estimation
171
Welt
158
Zeitreihenanalyse
150
Time series analysis
147
World
146
Estimation theory
133
Schätztheorie
133
Prognoseverfahren
130
Forecasting model
124
USA
122
United States
117
Stochastischer Prozess
111
Stochastic process
106
Risikomaß
101
Risk measure
94
Eigenfactor
90
Portfolio-Management
82
Börsenkurs
81
Portfolio selection
80
Spillover-Effekt
80
Share price
76
Spillover effect
76
Kapitalmarktrendite
75
Capital market returns
74
Taiwan
74
Research assessment measures
73
Risk management
71
Finanzkrise
66
Basel Accord
64
Article Influence
62
Kapitaleinkommen
62
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Book / Working Paper
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6
Sammelwerk
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2
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2
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English
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McAleer, Michael
43
Maasoumi, Esfandiar
19
Chang, Chia-Lin
15
Allen, David E.
4
Ericsson, Neil R.
4
Keuzenkamp, Hugo A.
4
Mizon, Grayham E.
4
Oxley, Les
4
Xiao, Zhijie
4
Fisher, Gordon
3
Wong, Wing Keung
3
Barnett, William A.
2
Dharmapala, Dhammika
2
Diewert, Walter E.
2
Hoti, Suhejla
2
Li, Tong
2
Medeiros, Marcelo C.
2
Alghalith, Moawia
1
Allen, David
1
Baltagi, Badi H.
1
Deistler, Manfred
1
Fisher, Gordon R.
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Golan, Amos
1
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1
Kunitomo, Naoto
1
Nishiyama, Yoshihiko
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Pagan, A. R.
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Sargan, John Denis
1
Sickles, Robin C.
1
Swanson, Norman R.
1
Taylor, Robert
1
Vasnev, Andrey
1
Veall, Michael R.
1
Volker, Paul A.
1
Zhang, Jialin
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University of Western Australia / Department of Economics
4
Centre for Economic Policy Research
1
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Econometric reviews
12
Journal of econometrics
7
Discussion paper / Tinbergen Institute
5
Econometric Institute research papers
5
Working papers in quantitative economics and econometrics
5
Working papers in economics and econometrics
4
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3
Contributions to economic analysis
2
Journal of economic surveys
2
Annals of financial economics
1
Contributions to financial econometrics : theoretical and practical issues
1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Institute for Economic Research, Queens University
1
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1
Discussion papers in economics and econometrics
1
Econometrics : open access journal
1
International Finance Discussion Paper
1
International finance discussion papers
1
Review of economics
1
TRACE discussion papers / Tinbergen Institute
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic journal : the journal of the Royal Economic Society
1
The significance of testing in econometrics
1
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ECONIS (ZBW)
60
EconStor
1
USB Cologne (EcoSocSci)
1
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"Fellows and scholars of Econometric reviews"
Maasoumi, Esfandiar
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012180680
Saved in:
2
Contributions to econometrics
Sargan, John Denis
Persistent link: https://www.econbiz.de/10004062324
Saved in:
3
A compendium to information theory in economics and econometrics
Maasoumi, Esfandiar
- In:
Econometric reviews
12
(
1993
)
2
,
pp. 137-181
Persistent link: https://www.econbiz.de/10001144884
Saved in:
4
A retrospective on J. Denis Sargan
Ericsson, Neil R.
;
Maasoumi, Esfandiar
;
Mizon, Grayham E.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001596573
Saved in:
5
A retrospective on J. Denis Sargan and his contributions to econometrics
Ericsson, Neil R.
;
Maasoumi, Esfandiar
;
Mizon, Grayham E.
-
2001
Persistent link: https://www.econbiz.de/10001568007
Saved in:
6
A retrospective on J. Denis Sargan and his contributions to econometrics
Ericsson, Neil R.
;
Maasoumi, Esfandiar
;
Mizon, Grayham E.
-
2001
Persistent link: https://www.econbiz.de/10001566256
Saved in:
7
ER interview: Essie Maasoumi, editor of Econometric Reviews : 1987-2024
Baltagi, Badi H.
- In:
Econometric reviews
44
(
2024
)
1
,
pp. 119-126
Persistent link: https://www.econbiz.de/10015196437
Saved in:
8
The link between statistical learning theory and econometrics : applications in economics, finance, and marketing
Maasoumi, Esfandiar
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 470-475
Persistent link: https://www.econbiz.de/10008668198
Saved in:
9
Special issue: Information and entropy econometrics
Golan, Amos
(
contributor
);
Maasoumi, Esfandiar
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003761278
Saved in:
10
Innovations in measurement in economics and econometrics: an overview
Barnett, William A.
;
Diewert, Walter E.
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 237-275
Persistent link: https://www.econbiz.de/10011598134
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