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subject:"Volatility"
~isPartOf:"International journal of forecasting"
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International journal of forecasting
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Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
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2
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
3
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
Saved in:
4
Does realized volatility help bond yield density prediction?
Shin, Minchul
;
Zhong, Molin
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10011922068
Saved in:
5
A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle
;
Senyuz, Zeynep
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
Saved in:
6
A comment on Bond risk, bond return volatility, and the term structure of interest rates
Heinen, Andréas
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 118-120
Persistent link: https://www.econbiz.de/10009582031
Saved in:
7
Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M.
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10009582041
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