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Inequality aversion and performance in and on the field
Torgler, Benno; Schaffner, Markus; Frey, Bruno S.; … - 2008
Persistent link: https://www.econbiz.de/10003880610
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On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam; Doolan, Mark; Hurn, Stan; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880627
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A nonparametric approach to forecasting realized volatility
Clements, Adam; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880632
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On the economic benefit of utility based estimation of a volatility model
Clements, Adam; Silvennoinen, Annastiina - 2009
Persistent link: https://www.econbiz.de/10003880634
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Volatility and the role of order book structure
Becker, Ralf; Clements, Adam - 2010
Persistent link: https://www.econbiz.de/10008668670
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A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668675
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Portfolio allocation : getting the most out of realised volatility
Clements, Adam; Silvennoinen, Annastiina - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003978951
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008798843
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Forecasting equicorrelation
Clements, Adam; Coleman-Fenn, Christopher A.; Smith, … - 2011
Persistent link: https://www.econbiz.de/10009153525
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Forecasting day-ahead electricity load using a multiple equation time series approach
Clements, Adam; Hurn, Stan; Li, Zhigang - 2014
Persistent link: https://www.econbiz.de/10011343880