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subject:"Share price"
subject:"World"
~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"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Share price
World
Capital income
Kapitaleinkommen
Prognoseverfahren
Estimation
6
Schätzung
6
Forecasting model
2
Time series analysis
2
USA
2
United States
2
Volatility
2
Volatilität
2
Welt
2
Zeitreihenanalyse
2
'Mrs. Machlup's Wardrobe' hypothesis
1
1970-1995
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1999-2007
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ARCH model
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Aktienmarkt
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Biofuel
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Biokraftstoff
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Crude oil futures
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Erdgas
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Cheung, Yin-Wong
McAleer, Michael
McMillan, David G.
Sala-i-Martin, Xavier
Woessmann, Ludger
Xuan Vinh Vo
6
Wohar, Mark E.
5
Balcilar, Mehmet
4
Salisu, Afees A.
4
Brooks, Robert
3
Chen, Shyh-Wei
3
Gupta, Rangan
3
Xie, Zixiong
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Yin, Libo
3
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2
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chakrabarti, Avik
2
Chen, Carl R.
2
Chen, Mei-Ping
2
Chiang, Thomas C.
2
Do, Hung Xuan
2
Feng, Jiabao
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Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Han, Liyan
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2
Shamsuddin, Abul
2
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2
Vortelinos, Dimitrios I.
2
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2
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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
International journal of finance & economics : IJFE
6
Applied economics
5
Journal of risk and financial management : JRFM
3
The journal of asset management
3
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
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International journal of forecasting
2
International review of applied economics
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Journal of econometrics
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2
Journal of international economics
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Oxford bulletin of economics and statistics
2
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2
Risks : open access journal
2
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2
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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2
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1
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CESifo DICE report : journal for institutional comparisons
1
Cogent economics & finance
1
Controversy: on the convergence and divergence of growth rates
1
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Economics letters
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European economic review : EER
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European journal of political economy
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International finance
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International review of financial analysis
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Journal of economic growth
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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
Saved in:
4
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G.
- In:
International review of economics & finance : IREF
10
(
2001
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
Saved in:
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