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Clements, Adam
McAleer, Michael
57
Ravazzolo, Francesco
49
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37
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33
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29
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26
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ECONIS (ZBW)
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Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
-
2021
Persistent link: https://www.econbiz.de/10012940044
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
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
Saved in:
5
Modelling interregional links in electricity price spikes
Clements, Adam
;
Herrera, Rodrigo
;
Hurn, Stan
- In:
Energy economics
51
(
2015
),
pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
Saved in:
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