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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - In: International journal of forecasting 20 (2004) 4, pp. 589-609
Persistent link: https://www.econbiz.de/10002434252
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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - In: International journal of forecasting 20 (2004) 4, pp. 589-610
Persistent link: https://www.econbiz.de/10006961490
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International journal of forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
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General-to-specific modelling of exchange rate volatility: A forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-908
Persistent link: https://www.econbiz.de/10008451613
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General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc; Xu, Yongdeng - In: International journal of forecasting 39 (2023) 2, pp. 938-955
Persistent link: https://www.econbiz.de/10014465168