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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~person:"Kapetanios, George"
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"Noise Trading"
~subject:"Zeitreihenanalyse"
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Bollerslev, Tim
Kapetanios, George
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Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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2
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
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