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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
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Arbeitsmarkt
Schätzung
Volatility
6
Volatilität
6
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4
Estimation
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3
Prognoseverfahren
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Caporin, Massimiliano
Koopman, Siem Jan
13
McAleer, Michael
12
Bos, Charles S.
9
Dijk, Herman K. van
5
Mahieu, Ronald J.
5
Asai, Manabu
4
Daníelsson, Jón
4
Lucas, André
4
Xuan Vinh Vo
4
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3
Blasques, Francisco
3
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Chang, Chia-Lin
3
Dijk, Dick van
3
Janus, Paweł
3
Kang, Sang Hoon
3
Ours, Jan C. van
3
Pozzi, Lorenzo
3
Vries, Casper G. de
3
Yin, Libo
3
Balcilar, Mehmet
2
Berger, Tino
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Diks, Cees G. H.
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Do, Hung Xuan
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Faber, Riemer P.
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Feng, Jiabao
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Gorgi, Paolo
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Hol Uspensky, Eugenie
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Kumar, Dilip
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Discussion paper / Tinbergen Institute
International review of economics & finance : IREF
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ECONIS (ZBW)
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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
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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:
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