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~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
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Arbeitsmarkt
Schätzung
Volatility
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Caporin, Massimiliano
Xuan Vinh Vo
4
Brooks, Robert
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Kang, Sang Hoon
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Yin, Libo
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Balcilar, Mehmet
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Chang, Chia-Lin
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Chang, Kuang-Liang
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Akanni, Lateef O.
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International review of economics & finance : IREF
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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
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