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Bias in the estimation of non-linear transformations of the integrated variance of returns
Harris, Richard D. F.; Guermat, Cherif - In: Journal of forecasting 25 (2006) 7, pp. 481-494
Persistent link: https://www.econbiz.de/10003394896
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Dynamic density forecasts for multivariate asset returns
Polanski, Arnold; Stoja, Evarist - In: Journal of forecasting 30 (2011) 6, pp. 523-541
Persistent link: https://www.econbiz.de/10009256787
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Dynamic density forecasts for multivariate asset returns
Polanski, Arnold; Stoja, Evarist - In: Journal of forecasting 30 (2011) 6, pp. 523-540
Persistent link: https://www.econbiz.de/10009354712
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Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold; Stoja, Evarist - In: Journal of forecasting 29 (2010) 6, pp. 523-535
Persistent link: https://www.econbiz.de/10008935468