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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"nor"
~language:"pol"
~language:"und"
~person:"Caporin, Massimiliano"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
~type_genre:"Sammlung"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Wirkungsanalyse
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Volatility
4
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4
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3
Time series analysis
3
Zeitreihenanalyse
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ARCH-Modell
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Ethanol futures
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Caporin, Massimiliano
Gupta, Rangan
10
Wohar, Mark E.
9
Balcilar, Mehmet
6
Hammoudeh, Shawkat
6
Ma, Feng
6
Han, Liyan
5
Lien, Da-hsiang Donald
5
Wu, Chunchi
5
Yin, Libo
5
Balli, Faruk
4
Brooks, Robert
4
Fung, Hung-gay
4
Kang, Sang Hoon
4
Kutan, Ali Mustafa
4
McAleer, Michael
4
Mensi, Walid
4
Salisu, Afees A.
4
Shi, Yanlin
4
Wang, Yudong
4
Xuan Vinh Vo
4
Zhang, Yue-jun
4
Bouri, Elie
3
Chen, Carl R.
3
Chen, Jinyu
3
Cheng, Louis T. W.
3
Erauskin, Iñaki
3
Fletcher, Jonathan
3
Ghosh, Amit
3
He, Zhifang
3
Ji, Qiang
3
Kumar, Dilip
3
Lee, Chien-chiang
3
Li, Tao
3
Lin, Chih-Yung
3
Lv, Xin
3
McMillan, David G.
3
Mitra, Devashish
3
Sousa, Ricardo M.
3
Vivian, Andrew
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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 economics
1
Applied financial economics letters
1
Econometric reviews
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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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
- 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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