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~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Dijk, Dick van"
~person:"Schuermann, Til"
~subject:"Capital income"
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Asai, Manabu
Dijk, Dick van
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International journal of forecasting
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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
Getting the most out of macroeconomic information for predicting excess stock returns
Çakmaklı, Cem
;
Dijk, Dick van
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 650-668
Persistent link: https://www.econbiz.de/10011621754
Saved in:
3
Introduction: Forecasting returns and risk in financial markets using linear and nonlinear models
Clements, Michael P.
;
Milas, Costas
;
Dijk, Dick van
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 215-217
Persistent link: https://www.econbiz.de/10003870040
Saved in:
4
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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