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Restricted likelihood ratio tests in predictive regression
Phillips, Peter C. B.; Chen, Ye - 2014
Persistent link: https://www.econbiz.de/10010464129
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Dynamics of Greece's unemployment rate : effect of the economic crisis and forecasting models
Katris, Christos - In: International journal of computational economics and … 5 (2015) 2, pp. 127-142
Persistent link: https://www.econbiz.de/10011342912
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Using simulated currency rainbow options to evaluate covariance matrix forecasts
Byström, Hans N. E. - 2000
Persistent link: https://www.econbiz.de/10001529356
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On the predictability of the stock market volatility : does history matter?
Adjaoute, Kpate - In: European financial management : the journal of the … 4 (1998) 3, pp. 293-319
Persistent link: https://www.econbiz.de/10001251082
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger - 1996
Persistent link: https://www.econbiz.de/10001410584
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - 2002
Persistent link: https://www.econbiz.de/10001718828
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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A test of two models in forecasting stock index futures price volatility
Randolph, William L. - In: The journal of futures markets 11 (1991) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
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Measuring Interdependence of Inflation Uncertainty
Lee, Seohyun - 2022
VAR GARCH model. The interdependence of uncertainty is estimated using a probability model. The results imply that the …
Persistent link: https://www.econbiz.de/10014078814