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Volatility dependent dynamic equicorrelation
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - 2016
Persistent link: https://www.econbiz.de/10011777151
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Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - 2016
Persistent link: https://www.econbiz.de/10011777185
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A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
Moisan, Stella; Herrera, Rodrigo; Clements, Adam - 2017
Persistent link: https://www.econbiz.de/10011777332
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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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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