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Forecasting realized volatility: a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-734
Persistent link: https://www.econbiz.de/10008275186
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Learning, forecasting and structural breaks
Maheu, John M.; Gordon, Stephen - In: Journal of applied econometrics 23 (2008) 5, pp. 553-584
Persistent link: https://www.econbiz.de/10008092824
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Forecasting realized volatility: a Bayesian model‐averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-734
Persistent link: https://www.econbiz.de/10008847114
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Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia; Maheu, John M.; Song, Yong - In: Journal of applied econometrics 39 (2024) 5, pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
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Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Cover Image
Learning, forecasting and structural breaks
Maheu, John M.; Gordon, Stephen F. - In: Journal of applied econometrics 23 (2008) 5, pp. 553-583
Persistent link: https://www.econbiz.de/10003760413