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~subject:"Volatilität"
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Volatilität
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Hurn, Stan
13
Clements, Adam
8
Becker, Ralf
4
Lindsay, Kenneth A.
4
Pagan, Adrian R.
3
Doolan, Mark
2
Fuller, Joanne
2
McClelland, Andrew
2
Volkov, V. V.
2
Bu, Di
1
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1
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ECONIS (ZBW)
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Estimating continuous-time models of the spot interest rate
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517913
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2
On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate
Hurn, Stan
;
Lindsay, Kenneth A.
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 547-564
Persistent link: https://www.econbiz.de/10001741995
Saved in:
3
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
Saved in:
4
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
5
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
Saved in:
6
Semi-parametric forecasting of spikes in electricity prices
Clements, Adam
;
Fuller, Joanne
;
Hurn, Stan
-
2012
Persistent link: https://www.econbiz.de/10009552484
Saved in:
7
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
Saved in:
8
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
9
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
10
Volatility transmission in global financial markets
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of empirical finance
32
(
2015
),
pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
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