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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aragó, Vicent"
~person:"Artis, Michael J."
~person:"Belke, Ansgar"
~person:"Chang, Chia-Lin"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Hayo, Bernd"
~person:"Pesaran, M. Hashem"
~person:"Timmermann, Allan"
~source:"econis"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Forecasting model
Estimation
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6
Volatility
3
Volatilität
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ARCH model
2
ARCH-Modell
2
Capital income
2
Cointegration
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12-Month variance futures
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Aragó, Vicent
Artis, Michael J.
Belke, Ansgar
Chang, Chia-Lin
Döpke, Jörg
Engle, Robert F.
Hayo, Bernd
Pesaran, M. Hashem
Timmermann, Allan
Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Wohar, Mark E.
2
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1
Alemany, Nuria
1
Anjum, Hassan
1
Asai, Manabu
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Bec, Frédérique
1
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1
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1
Caporin, Massimiliano
1
Chang, Carolyn C. W.
1
Chang, Hung-Chou
1
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1
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1
Chen, Cathy W. S.
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1
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Chong, Lee Lee
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Christou, Christina
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Focardi, Sergio M.
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1
Fu, Junhui
1
Gillas, Konstantinos Gkillas
1
Gkasis, Pavlos
1
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1
Grossmann, Axel
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
4
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Finance a úvěr
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International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
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Journal of economics & business
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Journal of empirical finance
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Journal of financial economics
1
Journal of macroeconomics
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Journal of the American Statistical Association : JASA
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research in international business and finance
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Review of derivatives research
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Schmollers Jahrbuch : journal of contextual economics
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The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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