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~person:"Clements, Adam"
~subject:"ARCH model"
~subject:"Stock market"
~type_genre:"Graue Literatur"
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ARCH model
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27
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12
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6
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Clements, Adam
McAleer, Michael
76
Caporale, Guglielmo Maria
41
Gupta, Rangan
39
Chang, Chia-Lin
38
Spagnolo, Nicola
26
Bauwens, Luc
16
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15
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Kočenda, Evžen
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12
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12
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11
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11
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10
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10
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10
Silvennoinen, Annastiina
10
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9
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9
Bollerslev, Tim
9
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9
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9
Hale, Galina
9
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9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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Media attention and crude oil volatility : is there any 'new' news in the newspaper?
Aromi, D.
;
Clements, Adam
-
2018
Persistent link: https://www.econbiz.de/10012431188
Saved in:
2
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
4
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
5
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
6
Forecasting multivariate volatility in larger dimensions : some practical issues
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2012
Persistent link: https://www.econbiz.de/10009552496
Saved in:
7
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008668675
Saved in:
8
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008648672
Saved in:
9
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
Saved in:
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