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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Caporin, Massimiliano"
~subject:"Wechselkurs"
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Volatility
Wechselkurs
Capital income
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Estimation
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Volatilität
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Caporin, Massimiliano
Xuan Vinh Vo
5
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3
Brooks, Robert
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Kang, Sang Hoon
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Yin, Libo
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International review of economics & finance : IREF
The journal of futures markets
Working papers on finance
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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
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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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