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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Ahmed, Shamim"
~subject:"Capital market returns"
~subject:"Forecasting model"
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Capital market returns
Forecasting model
Volatility
3
Volatilität
3
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McAleer, Michael
Ahmed, Shamim
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
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International journal of forecasting
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
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Working paper
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Journal of econometrics
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International review of economics & finance : IREF
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TI 2017-038/III Tinbergen Institute Discussion Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim
;
Liu, Xiaoquan
;
Valente, Giorgio
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10011596451
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