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~type_genre:"Graue Literatur"
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Clements, Adam
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Public news flow in intraday component models for trading activity and volatility
Clements, Adam
;
Fuller, Joanne
;
Papalexiou, Vasilios
-
2015
Persistent link: https://www.econbiz.de/10011343677
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2
Forecasting increases in the VIX : a timevarying long volatility hedge for equities
Clements, Adam
;
Fuller, Joanne
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2012
Persistent link: https://www.econbiz.de/10009665912
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3
Semi-parametric forecasting of spikes in electricity prices
Clements, Adam
;
Fuller, Joanne
;
Hurn, Stan
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2012
Persistent link: https://www.econbiz.de/10009552484
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