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Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts
Ulu, Yasemin - In: Economics letters 119 (2013) 2, pp. 168-171
Persistent link: https://www.econbiz.de/10010100391
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7-9, pp. 671-682
Persistent link: https://www.econbiz.de/10007751340
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Optimal prediction under LINLIN loss: Empirical evidence
Ulu, Yasemin - In: International journal of forecasting 23 (2007) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10007881978
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 8, pp. 671
Persistent link: https://www.econbiz.de/10007733597
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Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - In: Journal of international financial markets, … 19 (2009) 3, pp. 490-505
Persistent link: https://www.econbiz.de/10008250532
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Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - In: Journal of international financial markets, … 19 (2009) 3, pp. 490-506
Persistent link: https://www.econbiz.de/10008881880
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A Comparison of the Runs Test for Volatility Forecastability and the LM Test for GARCH Using Aggregated Returns
Ulu, Yasemin - In: Econometric reviews 26 (2007) 5, pp. 557-566
Persistent link: https://www.econbiz.de/10007777549