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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~subject:"Theorie"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Impact assessment
Theorie
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Zeitreihenanalyse
Estimation
3
Schätzung
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Capital income
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Kapitaleinkommen
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Time series analysis
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Volatility
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1999-2007
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ARCH model
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Biofuel
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Block structures
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Crude oil futures
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McAleer, Michael
Balcilar, Mehmet
3
Chen, Shyh-Wei
3
Kang, Sang Hoon
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Wang, Yudong
3
Xie, Zixiong
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Xuan Vinh Vo
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Yin, Libo
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Arize, Augustine Chuck
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Balli, Faruk
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Caporin, Massimiliano
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Chakrabarti, Avik
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Giannellis, Nikolaos
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International review of economics & finance : IREF
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International journal of forecasting
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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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