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Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models
Wolff, Christiaan Cornelis Petrus - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10001019323
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Models of exchange rates : a comparison of forecasting results
Wolff, Christiaan Cornelis Petrus - In: International journal of forecasting 4 (1988) 4, pp. 605-607
Persistent link: https://www.econbiz.de/10001069564
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Forward foreign exchange rates and expected future spot rates
Wolff, Christiaan Cornelis Petrus - In: Applied financial economics 10 (2000) 4, pp. 371-377
Persistent link: https://www.econbiz.de/10001526313
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809535
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Premia in forward foreign exchange as unobserved components
Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991
Persistent link: https://www.econbiz.de/10000809738
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Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 361-365
Persistent link: https://www.econbiz.de/10001146824
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Volatility concepts and risk management tools
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547074
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The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015
Persistent link: https://www.econbiz.de/10011547101
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Volatility measures and Value-at-Risk
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - In: International journal of forecasting 33 (2017) 4, pp. 848-863
Persistent link: https://www.econbiz.de/10011746918