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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Yin, Libo"
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Volatility
Estimation
6
Schätzung
6
Volatilität
5
Oil price
4
Welt
4
World
4
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4
Capital income
3
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1999-2007
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Biofuel
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Cryptocurrency volatility
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McAleer, Michael
Yin, Libo
Xuan Vinh Vo
4
Brooks, Robert
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Do, Hung Xuan
2
Feng, Jiabao
2
Gupta, Rangan
2
Han, Liyan
2
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Kang, Sang Hoon
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2
Malik, Farooq
2
Mensi, Walid
2
Wang, Yudong
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alsubaiei, Bader Jawid
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Andraz, Jorge M.
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Baldi, Lucia
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Balli, Faruk
1
Balli, Hatice Ozer
1
Baum, Christopher F.
1
Beck, Günter W.
1
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Journal of applied econometrics
International review of economics & finance : IREF
Econometric Institute research papers
21
Working paper
13
Discussion paper / Tinbergen Institute
10
Econometric reviews
4
Journal of econometrics
3
Applied economics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Emerging markets, finance and trade : EMFT
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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1
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
2
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
3
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:
4
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
5
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:
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