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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Andraz, Jorge M."
~person:"McAleer, Michael"
~person:"Xu, Weiju"
~subject:"Welt"
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Volatility
Welt
Estimation
6
Schätzung
6
Volatilität
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
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Andraz, Jorge M.
McAleer, Michael
Xu, Weiju
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Kang, Sang Hoon
3
Wang, George H. K.
3
Yin, Libo
3
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2
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2
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2
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International review of economics & finance : IREF
The journal of futures markets
Econometric Institute research papers
25
Working paper
16
Discussion paper / Tinbergen Institute
11
Econometric reviews
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
3
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
4
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:
5
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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