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subject:"Share price"
subject:"World"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"NBER working paper series"
~person:"Cheung, Yin-Wong"
~person:"McAleer, Michael"
~person:"McMillan, David G."
~person:"Sala-i-Martin, Xavier"
~person:"Woessmann, Ludger"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
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Share price
World
Capital income
Kapitaleinkommen
Estimation
3
Schätzung
3
Time series analysis
2
Volatility
2
Volatilität
2
Welt
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Bruttoinlandsprodukt
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
Forecast
1
Forecasting model
1
Gross domestic product
1
Heavy-tailed distribution
1
Index futures
1
Index-Futures
1
Intra-day prices and returns
1
Kaufkraftparität
1
Leverage effects
1
Measurement
1
Messung
1
Modellierung
1
Multi-factors
1
Multivariate stochastic volatility
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Cheung, Yin-Wong
McAleer, Michael
McMillan, David G.
Sala-i-Martin, Xavier
Woessmann, Ludger
Xuan Vinh Vo
5
Balcilar, Mehmet
4
Salisu, Afees A.
4
Brooks, Robert
3
Chen, Shyh-Wei
3
Gupta, Rangan
3
Wohar, Mark E.
3
Xie, Zixiong
3
Yin, Libo
3
Balli, Faruk
2
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Chiang, Thomas C.
2
Do, Hung Xuan
2
Feng, Jiabao
2
Hammoudeh, Shawkat
2
Han, Liyan
2
Huang, Dengshi
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lee, Doowon
2
Lee, Hyunchul
2
Mensi, Walid
2
Narayan, Seema
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Wang, Jianqiu
2
Wang, Yudong
2
Wu, Ke
2
Xu, Weiju
2
Zhong, Angel
2
Abuzayed, Bana
1
Acemoglu, Daron
1
Ahmad, Wasim
1
Aiello, Darren
1
Akanni, Lateef O.
1
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American economic journal : a journal of the American Economic Association
IZA Discussion Paper
International review of economics & finance : IREF
NBER working paper series
Applied economics
4
Research in international business and finance
2
Studies in economics and finance
2
The European journal of finance
2
The journal of asset management
2
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometrics : open access journal
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Economics letters
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Finance research letters
1
International finance
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of applied economics
1
Journal of econometrics
1
Journal of international commerce, economics and policy
1
OECD Economics Department Working Papers
1
OECD Education Working Papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The B.E. journal of economic analysis & policy
1
The British accounting review : the journal of the British Accounting Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Shining a light on purchasing power parities
Pinkovskiy, Maxim
;
Sala-i-Martin, Xavier
- In:
American economic journal : a journal of the American …
12
(
2020
)
4
,
pp. 71-108
Persistent link: https://www.econbiz.de/10012421514
Saved in:
2
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:
3
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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