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person:"McAleer, Michael"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Capital income
Capital market returns
Kapitaleinkommen
Time series analysis
Volatility
3
Volatilität
3
CSI 300 index and futures markets
1
Capital structure
1
Correlation
1
Crude oil fund
1
Cryptocurrency markets
1
Cryptocurrency volatility
1
Economic significance
1
Erdöl
1
Erdölindustrie
1
Estimation
1
Estimation theory
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Forecasting model
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Jumps
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Kapitalstruktur
1
Korrelation
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Leverage effect
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Liquidity
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Liquidität
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Market liquidity
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Marktliquidität
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Model uncertainty
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Multivariate Analyse
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Multivariate analysis
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Multivariate long-memory tests
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Oil industry
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Petroleum
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Prognoseverfahren
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Realized covariance
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Realized volatility
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Risiko
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Risk
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Schätztheorie
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Scientific modelling
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Spurious long memory
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McAleer, Michael
Gil-Alaña, Luis A.
Ma, Feng
Cho, Dooyeon
2
Rho, Seunghwa
2
Assaf, Ata
1
Atenga, Eric Martial Etoundi
1
Avellán, Guillermo
1
Ayala, Astrid
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Babalos, Vassilios
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Doğan, Osman
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Gerotto, Luca
1
González-Astudillo, Manuel
1
Gufler, Ivan
1
Kielmann, Julia
1
Kim, Jaeho
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Liang, Chao
1
Liao, Yin
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Licht, Adrian
1
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Min, Aleksey
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Mokni, Khaled
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Mougoué, Mbodja
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Neill, Clinton L.
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Nonejad, Nima
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Salcedo Cruz, Juan José
1
Siu, Tak Kuen
1
Spagnolo, Nicola
1
Stewart, Shamar L.
1
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1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Econometric Institute research papers
32
Discussion paper / Tinbergen Institute
30
Working paper
17
Energy economics
9
International review of economics & finance : IREF
8
Economics and finance working paper series
7
CESifo working papers
6
Applied economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Econometric reviews
5
Journal of econometrics
5
International journal of finance & economics : IJFE
4
Finance research letters
3
International review of financial analysis
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Journal of forecasting
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Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
China finance review international
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Econometrics : open access journal
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International journal of forecasting
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Journal of economics and finance
2
Risks : open access journal
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Applied financial economics letters
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Computational economics
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Department of Economics working paper series
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of economics and finance
1
Financial innovation : FIN
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economics and finance : JEF
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Journal of international money and finance
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Journal of management science and engineering
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Pacific-Basin finance journal
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United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
2
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
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