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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Ur Rehman, Mobeen"
~subject:"Cointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio-Management"
~subject:"Welt"
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Kapitaleinkommen
Cointegration
Nichtparametrisches Verfahren
Portfolio-Management
Welt
Estimation
8
Schätzung
8
Volatility
5
Volatilität
5
Capital income
4
Börsenkurs
3
Forecasting model
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Prognoseverfahren
3
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Multivariate stochastic volatility
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Stochastic process
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Stochastischer Prozess
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Stock market
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Theorie
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2
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Zeitreihenanalyse
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12-Month variance futures
1
1975-1998
1
3-Month variance futures
1
Aktienindex
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1
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McAleer, Michael
Ur Rehman, Mobeen
Gupta, Rangan
14
Todorov, Viktor
10
Linton, Oliver
8
Bollerslev, Tim
6
Gil-Alaña, Luis A.
6
Hau, Liya
6
Phillips, Peter C. B.
6
Zhu, Huiming
6
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Gao, Jiti
4
Kang, Sang Hoon
4
Lee, Chien-chiang
4
Li, Jia
4
Pierdzioch, Christian
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Zaremba, Adam
4
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Ahmed, Walid M. A.
3
Andersen, Torben
3
Beckmann, Joscha
3
Cai, Zongwu
3
Chen, Mei-Ping
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Chevallier, Julien
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Chiang, Thomas C.
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Dai, Zhifeng
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Hoderlein, Stefan
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Hsiao, Cheng
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Ji, Qiang
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Lu, Xun
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Mensi, Walid
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Paolella, Marc S.
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Vogt, Michael
3
Xiu, Dacheng
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Journal of econometrics
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
16
Working paper
12
Discussion paper / Tinbergen Institute
8
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Applied economics
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
African journal of accounting, auditing and finance : AJAAF
1
Economies : open access journal
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International review of financial analysis
1
Pakistan journal of commerce and social sciences
1
Risk management : an international journal
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
2
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
3
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
4
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:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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