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Forecasting volatility using double shrinkage methods
Cheng, Mingmian; Swanson, Norman R.; Yang, Xiye - In: Journal of empirical finance 62 (2021), pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
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In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects
Luo, Jiawen; Chen, Zhenbiao; Cheng, Mingmian - In: Journal of empirical finance 80 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015329724
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Let's get "real" about using economic data
Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. - In: Journal of empirical finance 9 (2002) 3, pp. 343
Persistent link: https://www.econbiz.de/10007235796
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In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-765
Persistent link: https://www.econbiz.de/10009291028