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~isPartOf:"NCER working paper series"
~person:"Bekaert, Geert"
~person:"Clements, Adam"
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Media attention and crude oil volatility : is there any 'new' news in the newspaper?
Aromi, D.
;
Clements, Adam
-
2018
Persistent link: https://www.econbiz.de/10012431188
Saved in:
2
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
4
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
5
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
6
Public news flow in intraday component models for trading activity and volatility
Clements, Adam
;
Fuller, Joanne
;
Papalexiou, Vasilios
-
2015
Persistent link: https://www.econbiz.de/10011343677
Saved in:
7
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
-
2015
Persistent link: https://www.econbiz.de/10011343686
Saved in:
8
The impact of information flow and trading activity on gold and oil futures volatility
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343881
Saved in:
9
The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
10
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
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