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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10008892141
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Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10008231949
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Now-casting inflation using high frequency data
Modugno, Michele - In: International journal of forecasting 29 (2013) 4, pp. 664-675
Persistent link: https://www.econbiz.de/10010221306
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A now-casting model for Canada : Do U.S. variables matter?
Bragoli, Daniela; Modugno, Michele - In: International journal of forecasting 33 (2017) 4, pp. 786-800
Persistent link: https://www.econbiz.de/10011746907
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Nowcasting Turkish GDP and news decomposition
Modugno, Michele; Soybilgen, Barış; Yazgan, Mustafa Ege - In: International journal of forecasting 32 (2016) 4, pp. 1369-1384
Persistent link: https://www.econbiz.de/10011622169
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Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo; Ferreira, Thiago R. T.; … - In: International journal of forecasting 40 (2024) 2, pp. 661-686
Persistent link: https://www.econbiz.de/10014547195