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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
~subject:"Business cycle"
~subject:"Kointegration"
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Estimation
Zeitreihenanalyse
Business cycle
Kointegration
Capital income
2
Kapitaleinkommen
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
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Asymmetry
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Biofuel
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Biokraftstoff
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Block structures
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Commodity derivative
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Crude oil futures
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Day-night realized volatility
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Erdgas
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Erdgasmarkt
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Ethanol futures
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Index futures
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Intra-day prices and returns
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Caporin, Massimiliano
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Gil-Alaña, Luis A.
4
Kutan, Ali Mustafa
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
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Brooks, Robert
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Chang, Tsangyao
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Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Malindretos, John
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McAleer, Michael
3
Narayan, Seema
3
Sosvilla-Rivero, Simón
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Wang, Yudong
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Wu, Po-chin
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Xie, Zixiong
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Yin, Libo
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Zeaiter, Hussein
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Ahmad, Ahmad Hassan
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Ahmad, Wasim
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Ali, Syed Zahid
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Beckmann, Joscha
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Bissoondoyal-Bheenick, Emawtee
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Bouri, Elie
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Chakrabarti, Avik
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Chang, Chia-Lin
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Chang, Kuang-Liang
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Chao, Chi-Chur
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International review of economics & finance : IREF
Working papers on finance
4
Journal of empirical finance
3
Working papers
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Journal of banking & finance
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Journal of risk and financial management : JRFM
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SAFE working paper
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The North American journal of economics and finance : a journal of financial economics studies
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Network connectivity, systematic and systemic risk
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Paris December 2017 Finance Meeting EUROFIDAI - AFFI
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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
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