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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"mkd"
~language:"nor"
~person:"Caporin, Massimiliano"
~subject:"Capital income"
~subject:"Conditional heteroscedasticity"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Capital income
Conditional heteroscedasticity
Kapitaleinkommen
Wirkungsanalyse
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
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Biofuel
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Biokraftstoff
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Block structures
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Business network
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Crude oil futures
1
Day-night realized volatility
1
Day-night returns
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Erdgas
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Erdgasmarkt
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Erdöl
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Ethanol futures
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Forecast
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Interconnections
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Intra-day prices and returns
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Leverage effects
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Long-memory
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Macroeconomic variables
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Caporin, Massimiliano
Wohar, Mark E.
8
Gupta, Rangan
7
Ma, Feng
5
Wu, Chunchi
5
Balcilar, Mehmet
4
Brooks, Robert
4
Salisu, Afees A.
4
Shi, Yanlin
4
Fletcher, Jonathan
3
Fung, Hung-gay
3
He, Zhifang
3
Kumar, Dilip
3
Lien, Da-hsiang Donald
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McMillan, David G.
3
Sousa, Ricardo M.
3
Vivian, Andrew
3
Wang, Yudong
3
Yin, Libo
3
Zhang, Yue-jun
3
Zhu, Min
3
Bianconi, Marcelo
2
Bissoondoyal-Bheenick, Emawtee
2
Chan, Yue-cheong
2
Chen, Chun-nan
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Chen, Mei-Ping
2
Cheng, Louis T. W.
2
Chiou, Wan-jiun Paul
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Do, Hung Xuan
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Faff, Robert W.
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Fang, Libing
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Ferrer, Román
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Gao, Shenghao
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Ge̜bka, Bartosz
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Ho, Keng-Yu
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Ho, Kin-Yip
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Ho, Po-Hsin
2
Hueng, C. James
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Jiang, Xiandeng
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics letters
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
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
- 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:
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