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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~person:"Mumtaz, Haroon"
~subject:"Theory"
~subject:"Welt"
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Aktienindex
Volatility
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Mumtaz, Haroon
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Finance research letters
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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
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Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters
Barnett, Alina
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10010247002
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