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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Franses, Philip Hans"
~person:"Klein, Tony"
~subject:"Stock market"
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EU-Staaten
Volatility
Stock market
Estimation
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1978-2008
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Franses, Philip Hans
Klein, Tony
Gerlach, Richard
2
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International journal of forecasting
Report / Econometric Institute, Erasmus University Rotterdam
2
Applied financial economics
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1
Energy economics
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Finance research letters
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Journal of international financial markets, institutions & money
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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ECONIS (ZBW)
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Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
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