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The effect of price volatility on judgmental forecasts : the correlated response model
Sobolev, Daphne - In: International journal of forecasting 33 (2017) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10011746193
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Boosting nonlinear predictability of macroeconomic time series
Kauppi, Heikki; Virtanen, Timo - In: International journal of forecasting 37 (2021) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10012692684
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Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
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Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D. - In: International journal of forecasting 15 (1999) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael - In: International journal of forecasting 14 (1998) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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Volatility forecasting with smooth transition exponential smoothing
Taylor, James W. - In: International journal of forecasting 20 (2004) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10002033481
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Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
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Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan; McAleer, Michael - In: International journal of forecasting 20 (2004) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
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Predicting the volatility of the S&P-500 stock index via GARCH models - the role of asymmetries
Awartani, Basel M. A.; Corradi, Valentina - In: International journal of forecasting 21 (2005) 1, pp. 167-183
Persistent link: https://www.econbiz.de/10002547201