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Search: subject:"Rolling forecasting"
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ECONIS (ZBW)
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Constructing the accurate forecast : an actor-network theory approach
Henttu-Aho, Tiina
;
Järvinen, Janne T.
;
Lassila, Erkki M.
- In:
Meditari accountancy research
31
(
2023
)
7
,
pp. 116-132
Persistent link: https://www.econbiz.de/10014456811
Saved in:
2
Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh
;
Sakowskia, Paweł
;
Ślepaczuka, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322122
Saved in:
3
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua
;
Beran, Jan
;
Letmathe, Sebastian
;
Ghosh, …
-
2020
Persistent link: https://www.econbiz.de/10012508904
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