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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bauer, Thomas K."
~person:"Costa, Dora L."
~person:"McAleer, Michael"
~subject:"Geschlecht"
~subject:"International tourism"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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EU countries
Estimation
Geschlecht
International tourism
Prognoseverfahren
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1999-2007
1
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Commodity derivative
1
Crude oil futures
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Ethanol futures
1
Exchange rate risk
1
Forecast
1
Forecasting model
1
Heavy-tailed distribution
1
Hedging
1
Index futures
1
Index-Futures
1
Intra-day prices and returns
1
Leverage effects
1
Modellierung
1
Multi-factors
1
Multivariate stochastic volatility
1
Natural gas
1
Natural gas futures
1
Natural gas market
1
Oil price
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Article in journal
Bibliografie
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Bauer, Thomas K.
Costa, Dora L.
McAleer, Michael
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Salisu, Afees A.
5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Faruk
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Lee, Chien-chiang
3
Malindretos, John
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
Ahmad, Wasim
2
Ali, Syed Zahid
2
Balli, Hatice Ozer
2
Beckmann, Joscha
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chakrabarti, Avik
2
Chang, Chia-Chien
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Carl R.
2
Chen, Mei-Ping
2
Cheng, Xiaoke
2
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International review of economics & finance : IREF
Applied economics
5
Econometric reviews
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
The economic journal : the journal of the Royal Economic Society
3
Applied financial economics
2
International journal of forecasting
2
Journal of macroeconomics
2
Labour : review of labour economics and industrial relations
2
Labour economics : official journal of the European Association of Labour Economists
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Annals of financial economics
1
Brussels economic review
1
Discussion paper / Centre for Economic Policy Research
1
Econometrics : open access journal
1
Economica
1
Economics and human biology
1
Economics of education review
1
Economies : open access journal
1
Energy economics
1
Journal of economic literature
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of political economy
1
Kyklos : international review for social sciences
1
Managerial finance
1
National Bureau of Economic Research conference report
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Swedish economic policy review
1
The Korean economic review
1
The journal of economic history
1
Tourism economics : the business and finance of tourism and recreation
1
Vierteljahrshefte zur Wirtschaftsforschung
1
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
3
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
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