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~isPartOf:"Defence and peace economics"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Narayan, Paresh Kumar"
~person:"Nijkamp, Peter"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Forecasting model
Kointegration
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Theorie
5
Theory
5
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4
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4
Volatility
4
Volatilität
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Caporin, Massimiliano
Narayan, Paresh Kumar
Nijkamp, Peter
Phillips, Peter C. B.
Chang, Tsangyao
8
Gupta, Rangan
8
Ma, Feng
8
Wohar, Mark E.
8
Arize, Augustine Chuck
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Su, Chi-Wei
5
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Lu, Xinjie
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Shahbaz, Muhammad
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Sousa, Ricardo M.
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Climent, Francisco
2
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2
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2
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Defence and peace economics
International review of economics & finance : IREF
Cowles Foundation discussion paper
49
Journal of econometrics
20
Econometric theory
13
Energy economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of international financial markets, institutions & money
8
Discussion paper / Tinbergen Institute
7
Economic modelling
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Emerging markets review
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Department of Economics discussion papers / Monash University
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Pacific-Basin finance journal
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of Asian economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
3
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
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SNB working papers
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Spatial economic analysis : the journal of the Regional Studies Association
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The econometrics journal
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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China economic review : an international journal
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Economics letters
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International review of applied economics
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Japan and the world economy : international journal of theory and policy
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
2
Journal of financial econometrics
2
Journal of forecasting
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 364-383
Persistent link: https://www.econbiz.de/10012671942
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:
3
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
4
Investigating business cycle asymmetry for the G7 countries : evidence from over a century of data
Narayan, Paresh Kumar
;
Popp, Stephan
- In:
International review of economics & finance : IREF
18
(
2009
)
4
,
pp. 583-591
Persistent link: https://www.econbiz.de/10003902668
Saved in:
5
Does military expenditure determine Fiji's exploding debt levels?
Narayan, Paresh Kumar
;
Narayan, Seema
- In:
Defence and peace economics
19
(
2008
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10003745996
Saved in:
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