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~person:"Clements, Adam"
~subject:"Finanzmarkt"
~subject:"Portfolio selection"
~subject:"Risk"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Portfolio selection
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Volatility
58
Volatilität
52
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24
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24
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18
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18
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14
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Clements, Adam
Gupta, Rangan
82
McAleer, Michael
41
Bekaert, Geert
38
Caporale, Guglielmo Maria
32
Diebold, Francis X.
27
Hammoudeh, Shawkat
27
Bloom, Nicholas
26
Bouri, Elie
22
Mensi, Walid
22
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20
Chang, Chia-Lin
19
Demirer, Rıza
19
Spagnolo, Nicola
19
Bollerslev, Tim
18
Hoerova, Marie
18
Kang, Sang Hoon
18
Balcilar, Mehmet
17
Christiansen, Charlotte
17
Fabozzi, Frank J.
17
Salisu, Afees A.
17
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
Yılmaz, Kamil
17
Aizenman, Joshua
16
Andersen, Torben
16
Ma, Feng
16
Escobar, Marcos
15
Uppal, Raman
15
Caballero, Ricardo J.
14
Harris, Richard D. F.
14
Kočenda, Evžen
14
Mele, Antonio
14
Xuan Vinh Vo
14
Bacchetta, Philippe
13
Chiang, Thomas C.
13
Lo Duca, Marco
13
Mumtaz, Haroon
13
Aghion, Philippe
12
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12
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NCER working paper series
5
International journal of forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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1
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1
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1
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ECONIS (ZBW)
14
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
4
Firm-specific information and systemic risk
Clements, Adam
;
Liao, Yin
- In:
Economic modelling
90
(
2020
),
pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
Saved in:
5
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
6
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
7
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
Saved in:
8
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:
9
Volatility timing and portfolio selection : how best to forecast volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2011
Persistent link: https://www.econbiz.de/10009405949
Saved in:
10
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:
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