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How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
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Investigating the relationship between gold and silver prices
Escribano, Álvaro - In: Journal of forecasting 17 (1998) 2, pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
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Modelling the development of supply-restricted telecommunications markets
Islam, Towhidul; Fiebig, Denzil G. - In: Journal of forecasting 20 (2001) 4, pp. 249-264
Persistent link: https://www.econbiz.de/10001611026
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Forecasting for the LCD monitor market
Lo, Shin-Lian; Wang, Fu-Kwun; Lindley, James T. - In: Journal of forecasting 27 (2008) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10003826742
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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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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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Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad - In: Journal of forecasting 36 (2017) 7, pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
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Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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Forecasting volatility of emerging stock markets : linear versus non-linear GARCH models
Gokcan, Suleyman - In: Journal of forecasting 19 (2000) 6, pp. 499-504
Persistent link: https://www.econbiz.de/10001531942