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~isPartOf:"Economic modelling"
~person:"Wahab, M. I. M."
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Portfolio selection
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Forecasting model
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Volatility
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Wahab, M. I. M.
Ma, Feng
5
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4
Zhang, Yaojie
4
Liu, Jing
3
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2
Cross, Jamie
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
2
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
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