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~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Klein, Tony"
~subject:"Volatilität"
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Volatilität
Estimation
3
Forecasting model
3
Prognoseverfahren
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3
Volatility
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Commodity derivative
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Realized volatility forecasts
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Asai, Manabu
Klein, Tony
Gerlach, Richard
2
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1
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1
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1
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Erkal, Cahit
1
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1
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1
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International journal of forecasting
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
3
Econometric reviews
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Journal of econometrics
2
Journal of risk and financial management : JRFM
2
The econometrics journal
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Asia-Pacific financial markets
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Handbook of financial time series
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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