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subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Bauwens, Luc"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
ARCH model
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ARCH-Modell
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Capital income
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Estimation
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Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Schätzung
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Volatility
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Geopolitical risks
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Gold
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Asai, Manabu
Bauwens, Luc
Gerlach, Richard
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International journal of forecasting
Econometric reviews
3
Journal of econometrics
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The econometrics journal
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Asia-Pacific financial markets
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Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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2
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
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