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Forecasting Realized Volatilit...
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International journal of forecasting
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ECONIS (ZBW)
1,686
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1
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
2
Forecasting realized
volatility
with changing average levels
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 620-634
Persistent link: https://www.econbiz.de/10011474431
Saved in:
3
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
Saved in:
4
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
5
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
Saved in:
6
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
7
Does disagreement among oil price forecasters reflect
volatility
? : evidence from the ECB surveys
Atalla, Tarek
;
Joutz, Frederick L.
;
Pierru, Axel
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10011622123
Saved in:
8
Can currency-based risk factors help
forecast
exchange rates?
Ahmed, Shamim
;
Liu, Xiaoquan
;
Valente, Giorgio
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10011596451
Saved in:
9
The term structure of
volatility
predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
10
Probabilistic forecasting in day-ahead electricity markets : simulating peak and off-peak prices
Muniain, Peru
;
Ziel, Florian
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012546078
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