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Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
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Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.; Taylor, Nicholas - In: International journal of forecasting 17 (2001) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
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Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479
Persistent link: https://www.econbiz.de/10008092998
Cover Image
Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-480
Persistent link: https://www.econbiz.de/10008899545
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Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas - In: International journal of forecasting 33 (2017) 4, pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
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Forecasting returns in the VIX futures market
Taylor, Nicholas - In: International journal of forecasting 35 (2019) 4, pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251