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~isPartOf:"International journal of forecasting"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"long memory"
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Portfolio selection
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long memory
Volatility
36
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Time series analysis
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International journal of forecasting
Discussion paper / Tinbergen Institute
5
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Journal of forecasting
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1
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Observation-driven models for
realized
variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
4
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
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