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subject:"Volatility"
type_genre:"Non-commercial literature"
~person:"Agénor, Pierre-Richard"
~person:"Clements, Adam"
~subject:"Developing countries"
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Volatility
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Theorie
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Agénor, Pierre-Richard
Clements, Adam
Diebold, Francis X.
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Meddahi, Nour
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Rubio-Ramírez, Juan Francisco
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Pierdzioch, Christian
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Docquier, Frédéric
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1
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
-
2021
Persistent link: https://www.econbiz.de/10012940044
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
4
Aid volatility, human capital, and growth
Agénor, Pierre-Richard
-
2016
Persistent link: https://www.econbiz.de/10011489712
Saved in:
5
External shocks, financial volatility and reserve requirements in an open economy
Agénor, Pierre-Richard
;
Alper, Koray
;
Silva, Luiz A. …
-
2015
Persistent link: https://www.econbiz.de/10011441258
Saved in:
6
External shocks, financial volatility and reserve requirements in an open economy
Agénor, Pierre-Richard
;
Alper, Koray
;
Silva, Luiz A. …
-
2015
Persistent link: https://www.econbiz.de/10011311198
Saved in:
7
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
8
Loan loss provisioning rules, procyclicality, and financial volatility
Agénor, Pierre-Richard
;
Zilberman, Roy
-
2013
Persistent link: https://www.econbiz.de/10009765503
Saved in:
9
Monetary shocks and the cyclical behavior of loan spreads
Agénor, Pierre-Richard
;
Bratsiotis, G. J.
;
Pfajfar, D.
-
2011
Persistent link: https://www.econbiz.de/10008902424
Saved in:
10
Volatility timing and portfolio selection : how best to forecast volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2011
Persistent link: https://www.econbiz.de/10009405949
Saved in:
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