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Semi-parametric forecasting of spikes in electricity prices
Clements, Adam; Fuller, Joanne; Hurn, Stan - In: The economic record : er 89 (2013) 287, pp. 508-521
Persistent link: https://www.econbiz.de/10010249048
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Forecasting increases in the VIX : a timevarying long volatility hedge for equities
Clements, Adam; Fuller, Joanne - 2012
Persistent link: https://www.econbiz.de/10009665912
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Semi-parametric forecasting of spikes in electricity prices
Clements, Adam; Fuller, Joanne; Hurn, Stan - 2012
Persistent link: https://www.econbiz.de/10009552484
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Public news flow in intraday component models for trading activity and volatility
Clements, Adam; Fuller, Joanne; Papalexiou, Vasilios - 2015
Persistent link: https://www.econbiz.de/10011343677
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Trust and power as determinants of tax compliance across 44 nations
Batrancea, Larissa; Nichita, Anca; Olsen, Jerome; … - In: Journal of economic psychology : research in economic … 74 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012243847
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Investor expectations and systematic risk
Clements, Adam; Drew, Michael E. - 2003
Persistent link: https://www.econbiz.de/10001737312
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Mobius-like mappings and their use in kernel density estimation
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 993-1000
Persistent link: https://www.econbiz.de/10001975430
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Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model
Clements, Adam; White, Scott - 2005
Persistent link: https://www.econbiz.de/10002803637
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Non-linear filtering for stochastic volatility models with heavy tails and leverage
Clements, Adam; White, Scott I. - 2005
Persistent link: https://www.econbiz.de/10002803655
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L. - 2021
Persistent link: https://www.econbiz.de/10012940044