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subject:"ARCH model"
~isPartOf:"Journal of forecasting"
~isPartOf:"The handbook of commodity investing"
~subject:"Kapitaleinkommen"
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ARCH model
Kapitaleinkommen
Commodity derivative
39
Rohstoffderivat
39
Forecasting model
11
Prognoseverfahren
11
Capital income
10
Anlageverhalten
9
Behavioural finance
9
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9
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8
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ARCH-Modell
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forecasting
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2001-2006
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11
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Ma, Feng
2
Adams, Zeno
1
Black, Angela J.
1
Chen, Langnan
1
Chevallier, Julien
1
Eling, Martin
1
Erb, Claude B.
1
Füss, Roland
1
Hafner, Reinhold
1
Harvey, Campbell R.
1
Heiden, Maria
1
Ji, Qiang
1
Kaiser, Dieter G.
1
Kempe, Christian
1
Klinkowska, Olga
1
Li, Ziyang
1
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1
Lu, Xinjie
1
Luo, Jiawen
1
Marfatia, Hardik A.
1
Markert, Viola
1
McMillan, David G.
1
McMillan, Fiona J.
1
Mezger, Markus
1
Tian, Fengping
1
Wahab, M. I. M.
1
Wang, Jiqian
1
Yang, Ke
1
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Journal of forecasting
The handbook of commodity investing
Energy economics
94
The journal of futures markets
27
Economic modelling
22
Finance research letters
20
International review of financial analysis
16
Journal of banking & finance
14
Journal of commodity markets
14
Applied economics
13
International Journal of Energy Economics and Policy : IJEEP
11
Working paper
11
Econometric Institute research papers
10
International review of economics & finance : IREF
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics letters
7
Journal of international financial markets, institutions & money
7
Journal of empirical finance
6
The energy journal
6
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
NBER working paper series
5
Applied financial economics
4
International journal of forecasting
4
Review of quantitative finance and accounting
4
The European journal of finance
4
Working paper / National Bureau of Economic Research, Inc.
4
American journal of agricultural economics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
FEEM Working Paper
3
International journal of bonds and derivatives
3
International journal of finance & economics : IJFE
3
Journal of international money and finance
3
NBER Working Paper
3
Pacific-Basin finance journal
3
The empirical economics letters : a monthly international journal of economics
3
The journal of applied business research
3
Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
11
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
3
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
4
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Saved in:
5
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
6
Macroeconomic determinants of commodity futures returns
Adams, Zeno
;
Füss, Roland
;
Kaiser, Dieter G.
- In:
The handbook of commodity investing
,
(pp. 87-112)
.
2008
Persistent link: https://www.econbiz.de/10003794999
Saved in:
7
The relationship between risk premium and convenience yield models
Markert, Viola
;
Zimmermann, Heinz
- In:
The handbook of commodity investing
,
(pp. 113-144)
.
2008
Persistent link: https://www.econbiz.de/10003795003
Saved in:
8
Performance characteristics of commodity futures
Erb, Claude B.
;
Harvey, Campbell R.
;
Kempe, Christian
- In:
The handbook of commodity investing
,
(pp. 203-226)
.
2008
Persistent link: https://www.econbiz.de/10003795017
Saved in:
9
Statistical analysis of commodity futures returns
Hafner, Reinhold
;
Heiden, Maria
- In:
The handbook of commodity investing
,
(pp. 227-240)
.
2008
Persistent link: https://www.econbiz.de/10003795038
Saved in:
10
Sources of Alpha in commodity investing
Mezger, Markus
- In:
The handbook of commodity investing
,
(pp. 423-453)
.
2008
Persistent link: https://www.econbiz.de/10003795200
Saved in:
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