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The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio; Valente, Giorgio - In: Journal of forecasting 23 (2004) 8, pp. 541-557
Persistent link: https://www.econbiz.de/10002494582
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Forecasting stock volatility with a large set of predictors : a new forecast combination method
Gong, Xue; Zhang, Weiguo; Zhao, Yuan; Ye, Xin - In: Journal of forecasting 42 (2023) 7, pp. 1622-1647
Persistent link: https://www.econbiz.de/10014432742
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio; Valente, Giorgio - In: Journal of forecasting 23 (2004) 8, pp. 541-558
Persistent link: https://www.econbiz.de/10006878873