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isPartOf:"International review of economics & finance : IREF"
subject:"Kapitaleinkommen"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"NBER working paper series"
~person:"Caporin, Massimiliano"
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Kapitaleinkommen
Capital income
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Estimation
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Caporin, Massimiliano
Campbell, John Y.
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International review of economics & finance : IREF
Investment management and financial innovations
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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