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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of forecasting"
~person:"Taylor, James W."
~subject:"Time series analysis"
~subject:"USA"
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Taylor, James W.
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American journal of agricultural economics
Journal of forecasting
International journal of forecasting
2
European journal of operational research : EJOR
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ECONIS (ZBW)
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Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
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2
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
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