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~isPartOf:"Journal of applied econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Paper"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Bannouh, Karim"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting
2
Forecasting model
2
Volatility
2
Volatilität
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ARCH model
1
ARCH-Modell
1
Analysis of variance
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Bitcoin
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Market microstructure noise
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Al-Yahyaee, Khamis Hamed
Bannouh, Karim
Carriero, Andrea
5
Marcellino, Massimiliano
4
Kapetanios, George
3
Pierdzioch, Christian
3
Clark, Todd E.
2
Gupta, Rangan
2
Risse, Marian
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Corradi, Valentina
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Corsello, Francesco
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Crespo Cuaresma, Jesús
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David, Or
1
Demirer, Rıza
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Dijk, Dick van
1
Ellingsen, Jon
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Feldkircher, Martin
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Gillas, Konstantinos Gkillas
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Goulet Coulombe, Philippe
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working Paper
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ECONIS (ZBW)
2
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Forecasting
volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
2
Volatility
forecasting
, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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