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subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~person:"Chiu, Ching Wai Jeremy"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"Theory"
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Chiu, Ching Wai Jeremy
Prokopczuk, Marcel
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International journal of forecasting
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
- In:
Journal of banking & finance
92
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
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2
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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