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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Gerlach, Richard"
~subject:"Forecasting model"
~subject:"Prognose"
~subject:"Statistische Verteilung"
~subject:"United States"
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Volatilität
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Gerlach, Richard
Koopman, Siem Jan
5
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Huber, Florian
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International journal of forecasting
Journal of financial econometrics
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ECONIS (ZBW)
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Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
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2
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
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