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~accessRights:"free"
~person:"Ahoniemi, Katja"
~type_genre:"Collection of articles written by one author"
~type_genre:"Non-commercial literature"
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Forecasting model
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Japan
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Time series analysis
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2001-2007
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Ahoniemi, Katja
Ravazzolo, Francesco
78
Hyndman, Rob J.
66
McAleer, Michael
66
Franses, Philip Hans
64
Marcellino, Massimiliano
62
Clark, Todd E.
59
Gupta, Rangan
59
Dijk, Herman K. van
46
Koop, Gary
42
Koopman, Siem Jan
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McCracken, Michael W.
38
Dijk, Dick van
36
Kim, Hyeongwoo
34
Mitchell, James
32
Athanasopoulos, George
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Pesaran, M. Hashem
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Rossi, Barbara
31
Härdle, Wolfgang
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Huber, Florian
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Pierdzioch, Christian
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Fritsche, Ulrich
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Lahiri, Kajal
28
Casarin, Roberto
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Diebold, Francis X.
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Hendry, David F.
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Timmermann, Allan
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Kilian, Lutz
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Schorfheide, Frank
25
Kapetanios, George
24
Korobilis, Dimitris
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Lehmann, Robert
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Giannone, Domenico
23
Guidolin, Massimo
22
Kunst, Robert M.
22
Aastveit, Knut Are
21
Baumeister, Christiane
21
Dovern, Jonas
20
Grassi, Stefano
20
Medeiros, Marcelo C.
20
Carriero, Andrea
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Discussion papers / Helsinki Center of Economic Research : discussion paper
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Implied volatility with time-varying regime probabilities
Ahoniemi, Katja
(
contributor
);
Lane, Markku
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003782336
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2
Multiplicative models for implied volatility
Ahoniemi, Katja
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003498118
Saved in:
3
Joint modeling of call and put implied volatility
Ahoniemi, Katja
(
contributor
);
Lanne, Markku
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003586159
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