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~isPartOf:"Econometrics papers"
~isPartOf:"International journal of forecasting"
~person:"Linton, Oliver"
~person:"McAleer, Michael"
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649308
Saved in:
3
Estimation of a semiparametric IGARCH(1,1) model
Kim, Woocheol
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942459
Saved in:
4
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
5
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
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