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Forecasting volatility using historical data
Figlewski, Stephen, (1994)
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert, (1993)
Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie, (2024)
Impacts of interval computing on stock market variability forecasting
He, Ling T., (2009)
Prediction of variability in mortgage rates : interval computing solutions
Impacts of interval measurement on studies of economic variability : Evidence from stock market variability forecasting
He, Ling T., (2007)