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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"International review of economics & finance : IREF"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Time series analysis
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Volatility
2
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2
1999-2007
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Biofuel
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Biokraftstoff
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Block structures
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Xuan Vinh Vo
6
Balcilar, Mehmet
3
Brooks, Robert
3
Kang, Sang Hoon
3
Salisu, Afees A.
3
Yin, Libo
3
Ahmad, Ahmad Hassan
2
Ali, Syed Zahid
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Arize, Augustine Chuck
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Beckmann, Joscha
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
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Chen, Shyh-Wei
2
Do, Hung Xuan
2
Feng, Jiabao
2
Giannellis, Nikolaos
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Gupta, Rangan
2
Hammoudeh, Shawkat
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Han, Liyan
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Huang, Dengshi
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Hueng, C. James
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Kim, Hyeongwoo
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Kumar, Dilip
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Abakah, Emmanuel Joel Aikins
1
Afonso, António
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
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International review of economics & finance : IREF
Econometric Institute research papers
23
Working paper
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Discussion paper / Tinbergen Institute
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Econometric reviews
4
Journal of econometrics
3
Applied economics letters
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Handbook of applied econometrics and statistical inference
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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:
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