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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - In: International journal of forecasting 20 (2004) 4, pp. 589-609
Persistent link: https://www.econbiz.de/10002434252
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International journal of forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
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International stock return predictability : statistical evidence and economic significance
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386818
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The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386833
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Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003386845
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On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2010
Persistent link: https://www.econbiz.de/10008648891
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - 2010
Persistent link: https://www.econbiz.de/10009126801
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On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of applied econometrics 27 (2012) 6, pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647