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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"
~subject:"Cointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio-Management"
~subject:"Welt"
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Kapitaleinkommen
Cointegration
Nichtparametrisches Verfahren
Portfolio-Management
Welt
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
ARCH model
2
ARCH-Modell
2
Capital income
2
Forecasting model
2
Leverage effects
2
Multivariate stochastic volatility
2
Prognoseverfahren
2
Stochastic process
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Stochastischer Prozess
2
Theorie
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Theory
2
Time series analysis
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12-Month variance futures
1
1975-1998
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Dimension reduction
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Feedback effects
1
Financial derivatives
1
Forward and futures prices
1
Futures
1
Hedging
1
Korrelation
1
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McAleer, Michael
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
3
Chevallier, Julien
3
Chiang, Thomas C.
3
Dai, Zhifeng
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Hoderlein, Stefan
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Hsiao, Cheng
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Ji, Qiang
3
Lu, Xun
3
Mensi, Walid
3
Paolella, Marc S.
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Ur Rehman, Mobeen
3
Vogt, Michael
3
Xiu, Dacheng
3
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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
Economies : open access journal
1
International journal of forecasting
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
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:
2
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:
3
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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