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~accessRights:"free"
~isPartOf:"NCER working paper series"
~language:"eng"
~person:"Becker, Ralf"
~person:"Herrera, Rodrigo"
~person:"Sutter, Matthias"
~subject:"Volatility"
~type:"book"
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Volatility
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Becker, Ralf
Herrera, Rodrigo
Sutter, Matthias
Clements, Adam
23
Silvennoinen, Annastiina
7
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6
Hurn, Stan
4
Fuller, Joanne
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ECONIS (ZBW)
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Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
-
2015
Persistent link: https://www.econbiz.de/10011343686
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2
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
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3
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008668675
Saved in:
4
Volatility and the role of order book structure
Becker, Ralf
;
Clements, Adam
-
2010
Persistent link: https://www.econbiz.de/10008668670
Saved in:
5
Forecast performance of implied volatility and the impact of the volatility risk premium
Becker, Ralf
;
Clements, Adam
;
Coleman-Fenn, Christopher
-
2009
Persistent link: https://www.econbiz.de/10003880636
Saved in:
6
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
7
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
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