//--> //--> //--> //-->
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"
~person:"McAleer, Michael"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
5
Zeitreihenanalyse
5
Stochastic volatility
4
Econometrics
3
Estimation
3
Long memory
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Ökonometrie
3
ARCH model
2
ARCH-Modell
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Estimation theory
2
Financial econometrics
2
Finanzmarktökonometrie
2
Futures exchange
2
Immaterialgüterrechte
2
Intellectual property rights
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Leverage effects
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
27
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Konferenzschrift
1
Language
All
English
22
Undetermined
9
Author
All
McAleer, Michael
Phillips, Peter C. B.
69
Linton, Oliver
68
Schmidt, Peter
53
Ghysels, Eric
51
Li, Qi
49
Hsiao, Cheng
48
Lee, Lung-fei
48
Park, Joon Y.
45
Koop, Gary
42
White, Halbert
41
Baltagi, Badi H.
40
Bollerslev, Tim
39
Dufour, Jean-Marie
39
Phillips, Peter C.B.
39
Swanson, Norman R.
38
Xiao, Zhijie
38
Chen, Songnian
37
Gao, Jiti
37
Robinson, Peter M.
35
Timmermann, Allan
35
Yu, Jun
34
Chen, Xiaohong
33
Gouriéroux, Christian
33
Perron, Pierre
33
Su, Liangjun
33
Zellner, Arnold
33
Corradi, Valentina
32
Pesaran, M. Hashem
32
Renault, Eric
32
Taylor, Robert
32
Bai, Jushan
31
Aït-Sahalia, Yacine
30
Chib, Siddhartha
29
Diebold, Francis X.
29
Todorov, Viktor
29
Inoue, Atsushi
28
Lewbel, Arthur
28
Maasoumi, Esfandiar
27
Ng, Serena
27
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
131
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
92
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Mathematics and Computers in Simulation (MATCOM)
54
Journal of economic surveys
48
Journal of Economic Surveys
38
Working papers in economics and econometrics
38
CARF F-Series
33
Working papers in quantitative economics and econometrics
30
Journal of Risk and Financial Management
27
Econometric reviews
21
Journal of risk and financial management : JRFM
21
Annals of financial economics
17
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Applied economics
15
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
ISER Discussion Paper
13
Econometric Reviews
12
Energy economics
12
International review of economics & finance : IREF
11
Econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / School of Business, Edith Cowan University
10
International journal of forecasting
9
Applied Economics
8
Econometric theory
8
Economics letters
8
Risks
7
Risks : open access journal
7
The Japanese economic review : the journal of the Japanese Economic Association
7
more ...
less ...
Source
All
ECONIS (ZBW)
22
OLC EcoSci
9
Showing
1
-
10
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
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:
3
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:
4
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
5
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:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
7
Frontiers in time series and financial econometrics
Ling, Shiqing
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011503765
Saved in:
8
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->