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subject:"Schätzung"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
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Schätzung
ARCH model
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ARCH-Modell
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Asymmetry
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Biofuel
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Biokraftstoff
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Capital income
1
Commodity derivative
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Crude oil futures
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Day-night realized volatility
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Day-night returns
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Day-night volume
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Erdgas
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Erdgasmarkt
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Erdöl
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Estimation
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Ethanol futures
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Forecast
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Index futures
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Intra-day prices and returns
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Kapitaleinkommen
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Natural gas
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Natural gas futures
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Natural gas market
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Oil price
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Petroleum
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Prognose
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Rohstoffderivat
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S&P 500 index
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Spillover effect
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Spillover-Effekt
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Spillovers
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Time series analysis
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Trading range
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Volatility
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Volatilität
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Caporin, Massimiliano
Kang, Sang Hoon
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Xuan Vinh Vo
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Aslan, Aylin
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Economics letters
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
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