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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
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Forecasting model
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Asai, Manabu
Gupta, Rangan
11
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5
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International journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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