//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of futures markets"
~person:"Clements, Adam"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Portfolio selection
3
Portfolio-Management
3
Aktienindex
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Schätztheorie
2
Stock index
2
Time series analysis
2
Zeitreihenanalyse
2
1990-2003
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Ausreißer
1
Correlation
1
Covariance matrix
1
Estimation
1
Evaluating forecasts
1
Expected Shortfall
1
Extreme value theory
1
Forecast
1
Forecasting
1
GARCH models
1
HAR
1
Korrelation
1
Least-trimmed squares estimator
1
Loss functions
1
Minimum covariance determinant
1
Model confidence set
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate regression
1
Multivariate time series
1
Multivariate volatility
1
Outliers
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Clements, Adam
Zhang, Jin E.
9
Daigler, Robert T.
7
Caiado, Jorge
6
Crato, Nuno
6
Onour, Ibrahim
6
Bali, Turan G.
5
Ederington, Louis H.
5
Ma, Feng
5
Masih, Mansur
5
Simon, David P.
5
Sinha, Pankaj
5
Wang, George H. K.
5
Gray, Philip K.
4
Lai, Yu-Sheng
4
Lanne, Markku
4
Martens, Martin
4
Taylor, Nicholas
4
Agarwalla, Sobhesh Kumar
3
Camilleri, Silvio John
3
Chatrath, Arjun
3
Chen, Langnan
3
Chen, Zhiyao
3
Chou, Robin K.
3
Dima, Bogdan
3
Dumitriu, Ramona
3
Elder, John
3
Fonseca, José da
3
Fuertes, Ana María
3
Fung, Joseph K. W.
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
Ghiba, Nicolae
3
González-Rivera, Gloria
3
Guan, Wei
3
Hung, Mao-Wei
3
Lucas, André
3
Luo, Jiawen
3
Luo, Xingguo
3
Mapa, Dennis S.
3
more ...
less ...
Published in...
All
MPRA Paper
International journal of forecasting
The journal of futures markets
NCER working paper series
23
NCER Working Paper Series
6
Journal of banking & finance
4
Discussion papers in economics, finance and international competitiveness
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Business analytics working paper series
1
Discussion paper series
1
Econometrics : open access journal
1
Economic modelling
1
Finance research letters
1
Journal of empirical finance
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
4
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->