//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
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 Econometrics of Financial...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Volatility
355
Volatilität
328
Theorie
253
ARCH-Modell
233
ARCH model
229
Welt
185
World
173
Schätzung
167
Estimation
166
Zeitreihenanalyse
161
Time series analysis
158
Estimation theory
127
Schätztheorie
127
Prognoseverfahren
126
Forecasting model
120
USA
112
United States
107
China
104
Risikomaß
100
Stochastischer Prozess
96
Börsenkurs
94
Risk measure
93
Stochastic process
93
Eigenfactor
90
Share price
89
Spillover-Effekt
88
Spillover effect
84
Portfolio-Management
77
Kapitalmarktrendite
75
Portfolio selection
75
Taiwan
75
Capital market returns
74
Finanzkrise
74
Research assessment measures
73
Risk management
72
Financial crisis
68
Bibliometrie
64
Article Influence
62
Basel Accord
62
more ...
less ...
Online availability
All
Free
101
Undetermined
18
CC license
4
Type of publication
All
Book / Working Paper
142
Article
103
Type of publication (narrower categories)
All
Arbeitspapier
110
Working Paper
110
Graue Literatur
108
Non-commercial literature
108
Article in journal
95
Aufsatz in Zeitschrift
95
Collection of articles of several authors
8
Sammelwerk
8
Aufsatz im Buch
7
Book section
7
Systematic review
6
Übersichtsarbeit
6
Bibliografie enthalten
3
Bibliography included
3
Konferenzschrift
2
Aufsatzsammlung
1
Conference proceedings
1
Festschrift
1
more ...
less ...
Language
All
English
243
French
1
Spanish
1
Author
All
McAleer, Michael
219
Oxley, Les
38
Asai, Manabu
22
Chang, Chia-Lin
19
Wong, Wing Keung
19
Caporin, Massimiliano
15
Ling, Shiqing
14
Medeiros, Marcelo C.
12
McKenzie, Colin
11
Allen, David E.
10
George, Donald A. R.
10
Bian, Guorui
9
Franses, Philip Hans
9
Chan, Felix
8
Roengchai Tansuchat
7
Li, Wai Keung
6
Legerstee, Rianne
5
Singh, Abhay Kumar
5
Smith, Jeremy
5
Bai, Jun
4
Greasley, David
4
Jakeman, Anthony J.
4
Kobayashi, Masahito
4
Chen, Chi-chung
3
Hammoudeh, Shawkat
3
Kunitomo, Naoto
3
Lan Fen Chu
3
Nishiyama, Yoshihiko
3
Pesaran, M. Hashem
3
Powell, Robert
3
Pérez Amaral, Teodosio
3
Tse, Yiu Kuen
3
Veall, Michael R.
3
Bartels, Robert
2
Carlaw, Kenneth
2
Dastoor, Naorayex K.
2
Dharmapala, Dhammika
2
Fiebig, Denzil G.
2
Godfrey, L. G.
2
Guo, Xu
2
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Econometric Institute research papers
25
Working paper
25
Discussion paper / Tinbergen Institute
20
Journal of economic surveys
14
Working papers in quantitative economics and econometrics
13
Econometric reviews
11
Discussion paper / Institute of Social and Economic Research
10
Journal of econometrics
8
Journal of risk and financial management : JRFM
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Working papers in economics and econometrics
4
Journal of applied econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied economics
2
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Discussion paper series / Department of Economics, University of Edinburgh
2
Discussion papers series / Department of Economics, University of Edinburgh / Department of Economics, University of Edinburgh
2
Econometrics : open access journal
2
International journal of forecasting
2
Journal of forecasting
2
Modelling the riskiness in country risk ratings
2
Quantifying consumer preferences
2
Surveys of recent research in economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Working paper / Department of Economics, College of Business and Economics, University of Canterbury
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economia : revista da ANPEC
1
Economic modelling
1
Economics letters
1
Economies : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
245
Showing
1
-
10
of
245
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Practical issues in cointegration analysis : special issue
Oxley, Les
(
contributor
);
McAleer, Michael
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001400853
Saved in:
2
Practical issues in cointegration analysis
Oxley, Les
(
contributor
);
McAleer, Michael
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10000684187
Saved in:
3
Testing the rational expectations hypothesis in macroeconometric models with unobserved variables
Oxley, Les
;
McAleer, Michael
-
1993
Persistent link: https://www.econbiz.de/10000872014
Saved in:
4
Review of Microfit 3.0 : an interactive econometric software package
McAleer, Michael
;
Oxley, Les
-
1993
Persistent link: https://www.econbiz.de/10000872569
Saved in:
5
Econometric issues in macroeconomic models with generated regressors
Oxley, Les
- In:
Journal of economic surveys
7
(
1993
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10001143851
Saved in:
6
Special issue: Recent developments in financial time series econometrics
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001686254
Saved in:
7
Contributions to financial econometrics : theoretical and practical issues
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001713035
Saved in:
8
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
Saved in:
9
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
10
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->