//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Caporin, Massimiliano"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Großbritannien
Volatility
Volatilität
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Asymmetry
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Business network
1
CAPM
1
Commodity derivative
1
Crude oil futures
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Ethanol futures
1
Forecast
1
Heavy-tailed distribution
1
Index futures
1
Index-Futures
1
Interconnections
1
Intra-day prices and returns
1
Leverage effects
1
Long-memory
1
Macroeconomic variables
1
Modellierung
1
Multi-factors
1
Multivariate stochastic volatility
1
Natural gas
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
4
Language
All
English
Lithuanian
Undetermined
Author
All
Caporin, Massimiliano
Gupta, Rangan
7
Ma, Feng
7
Machin, Stephen
6
Stewart, Mark B.
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Wu, Chunchi
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Blackaby, David
4
Booth, Alison L.
4
Bouri, Elie
4
Bradley, Steve
4
Dickerson, Andrew P.
4
Gil-Alaña, Luis A.
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Haskel, Jonathan
4
Liang, Chao
4
Lien, Da-hsiang Donald
4
Malik, Farooq
4
McAleer, Michael
4
Sloane, Peter J.
4
Taylor, Mark P.
4
Wohar, Mark E.
4
Yin, Libo
4
Adkins, Lee Chester
3
Balcilar, Mehmet
3
Balli, Faruk
3
Benito, Andrew
3
Bianconi, Marcelo
3
Brooks, Robert
3
Burgess, Simon M.
3
Carruth, Alan A.
3
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Econometric reviews
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Econometrics : open access journal
1
Energy economics
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
2
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:
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->