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United States
Volatility
14
Volatilität
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Theory
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Deutschland
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Forecasting model
8
Prognoseverfahren
8
Time series analysis
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USA
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Aktienmarkt
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Nichtlineare Regression
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OECD countries
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Germany
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Kerninflation
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Nichtparametrisches Verfahren
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English
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Becker, Ralf
5
Clements, Adam
4
Hurn, Stan
3
Becker, R.
2
White, Scott I.
2
Becker, Robert A.
1
Enders, Walter
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McClelland, Andrew
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School of Economics and Finance <Brisbane>
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Discussion papers in economics, finance and international competitiveness
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Journal of banking & finance
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International journal of forecasting
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Nonlinear time series analysis of business cycles
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
8
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1
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
2
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
Saved in:
3
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
4
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
5
Modeling inflation and money demand using a Fourier-series approximation
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Nonlinear time series analysis of business cycles
,
(pp. 221-246)
.
2006
Persistent link: https://www.econbiz.de/10003309369
Saved in:
6
Identifying and modelling nonlinearities in Australian foreign exchange rate data by means of flexible nonlinear inference
Becker, R.
;
Hurn, Stan
-
1999
Persistent link: https://www.econbiz.de/10001517595
Saved in:
7
Testing for fundamental nonlinearities in time-series data using the method of surrogates
Becker, R.
;
Hurn, Stan
-
1999
Persistent link: https://www.econbiz.de/10001517783
Saved in:
8
Revolution, reform, and the politics of American taxation : 1763 - 1783
Becker, Robert A.
-
1980
Persistent link: https://www.econbiz.de/10000722004
Saved in:
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