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A simple linear alternative to multiplicative error models with an application to trading volume
Clements, Adam; Hurn, Stan; Volkov, V. V. - 2021
Persistent link: https://www.econbiz.de/10013254069
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L - In: Journal of forecasting 43 (2024) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L. - 2021
Persistent link: https://www.econbiz.de/10012940044
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107