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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Cipollini, Fabrizio"
~person:"Kapetanios, George"
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"Noise Trading"
~subject:"Zeitreihenanalyse"
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Volatility
ARCH-Modell
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Noise Trading
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Estimation theory
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Prognoseverfahren
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Bollerslev, Tim
Cipollini, Fabrizio
Kapetanios, George
Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Clements, Adam
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Deo, Rohit S.
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Espasa Terrades, Antoni
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International journal of forecasting
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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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Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
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