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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, Giles E.; Tzavalis, Elias - In: Journal of forecasting 33 (2014) 7, pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
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Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Journal of forecasting 36 (2017) 6, pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
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Forecasting tail risk of skewed financial returns having exponential-polynomial tails
Antwi, Albert; Gyamfi, Emmanuel Numapau; Adam, Anokye M. - In: Journal of forecasting 43 (2024) 7, pp. 2731-2748
Persistent link: https://www.econbiz.de/10015110551
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Value at risk from econometric models and implied from currency options
Chong, James - In: Journal of forecasting 23 (2004) 8, pp. 603-620
Persistent link: https://www.econbiz.de/10002494622
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Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun; Kuo, Lynn; Seow, Gim S. - In: Journal of forecasting 24 (2005) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
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Regional econometric income forecast accuracy
Fullerton, Thomas M.; Tinajero, Roberto; Waldman, Lawrence - In: Journal of forecasting 24 (2005) 5, pp. 325-333
Persistent link: https://www.econbiz.de/10003070030
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Term structure forecasting : no-arbitrage restrictions versus large information set
Favero, Carlo A.; Niu, Linlin; Sala, Luca - In: Journal of forecasting 31 (2012) 2, pp. 124-156
Persistent link: https://www.econbiz.de/10009503690
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Econometric modelling for short-term inflation forecasting in the euro area
Espasa Terrades, Antoni; Albacete, Rebeca - In: Journal of forecasting 26 (2007) 5, pp. 303-316
Persistent link: https://www.econbiz.de/10003530051
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Random walk hypothesis in exchange rate reconsidered
Chu, Chia-shang James; Lu, Hsin-min - In: Journal of forecasting 25 (2006) 4, pp. 275-290
Persistent link: https://www.econbiz.de/10003364175