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~accessRights:"free"
~isPartOf:"NCER working paper series"
~isPartOf:"Policy Research working paper"
~language:"eng"
~person:"Clements, Adam"
~person:"Torgler, Benno"
~source:"econis"
~type:"book"
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Clements, Adam
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1
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:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
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:
4
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
Moisan, Stella
;
Herrera, Rodrigo
;
Clements, Adam
-
2017
Persistent link: https://www.econbiz.de/10011777332
Saved in:
5
Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
-
2016
Persistent link: https://www.econbiz.de/10011777185
Saved in:
6
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
7
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
8
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
-
2015
Persistent link: https://www.econbiz.de/10011343686
Saved in:
9
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:
10
Forecasting day-ahead electricity load using a multiple equation time series approach
Clements, Adam
;
Hurn, Stan
;
Li, Zhigang
-
2014
Persistent link: https://www.econbiz.de/10011343880
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