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Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf; Clements, Adam; Doolan, M. B.; Hurn, Stan - In: International journal of forecasting 31 (2015) 3, pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
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Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf; Clements, Adam E. - In: International journal of forecasting 24 (2008) 1, pp. 122-133
Persistent link: https://www.econbiz.de/10007911037
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Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf; Clements, Adam - In: International journal of forecasting 24 (2008) 1, pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
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Forecasting spikes in electricity prices
Christensen, T. M.; Hurn, Stan; Lindsay, A, S. - In: International journal of forecasting 28 (2012) 2, pp. 400-411
Persistent link: https://www.econbiz.de/10009582612