Narrow search
Showing 1 - 7 of 7
Cover Image
Estimation of the conditional variancecovariance matrix of returns using the intraday range
Harris, Richard D. F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 180-194
Persistent link: https://www.econbiz.de/10003952376
Cover Image
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif; Harris, Richard D. F. - In: International journal of forecasting 18 (2002) 3, pp. 409-419
Persistent link: https://www.econbiz.de/10001690084
Cover Image
Long memory conditional volatility and asset allocation
Harris, Richard D. F.; Nguyen, Anh - In: International journal of forecasting 29 (2013) 2, pp. 258-273
Persistent link: https://www.econbiz.de/10009743418
Cover Image
Judging the judges through accuracy-implication metrics: The case of inventory forecasting
Harris, Richard D.F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10008378738
Cover Image
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 28 (2012) 2, pp. 343-353
Persistent link: https://www.econbiz.de/10009830612
Cover Image
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Cover Image
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 28 (2012) 2, pp. 343-352
Persistent link: https://www.econbiz.de/10009581927