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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
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Forecasting model
United States
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Stochastic process
4
Stochastischer Prozess
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Theorie
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Theory
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Aktienindex
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Börsenkurs
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Share price
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Stock index
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Time series analysis
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USA
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Zeitreihenanalyse
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12-Month variance futures
1
1999-2007
1
3-Month variance futures
1
Asymmetry
1
Capital income
1
Capital market returns
1
Commodity derivative
1
Conditional correlations
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Correlation
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Crude oil prices
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Derivat
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Derivative
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Diffusion process
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Financial derivatives
1
Forward and futures prices
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Futures
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Hedging
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Hong Kong
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Hongkong
1
Japan
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Kapitaleinkommen
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McAleer, Michael
Gupta, Rangan
9
Dai, Zhifeng
4
Asai, Manabu
3
Jawadi, Fredj
3
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Maasoumi, Esfandiar
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Abaye, A.
1
Adolfson, Malin
1
Ahmad, Nasir
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1
Alemany, Nuria
1
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1
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1
Anjum, Hassan
1
Aragó, Vicent
1
Armah, Nii Ayi
1
Audrino, Francesco
1
Balcilar, Mehmet
1
Balistreri, Edward J.
1
Bampinas, Georgios
1
Bec, Frédérique
1
Becker, Ralf
1
Beckmann, Joscha
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Bellos, Sotirios K.
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1
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1
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1
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1
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1
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Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
20
Working paper
14
Discussion paper / Tinbergen Institute
7
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of econometrics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
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Managerial finance
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Risks : open access journal
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The econometrics journal
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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
Saved in:
2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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