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person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caballero, Ricardo J."
~person:"Wohar, Mark E."
~subject:"Schock"
~subject:"Schätzung"
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Search: subject_exact:"Volatility"
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McAleer, Michael
Caballero, Ricardo J.
Wohar, Mark E.
Xuan Vinh Vo
4
Brooks, Robert
3
Gupta, Rangan
3
Han, Liyan
3
Yin, Libo
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Balcilar, Mehmet
2
Caporin, Massimiliano
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Al-Jarrah, Idries Mohammad Wanas
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
2
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
Saved in:
3
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
Saved in:
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