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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter - 2021
Persistent link: https://www.econbiz.de/10013254143
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Optimal feasible expectations in economics and finance
Lake, Alfred - 2020
Persistent link: https://www.econbiz.de/10013206359
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When will the Covid-19 pandemic peak?
Li, Shaoran; Linton, Oliver - 2020 - updated 16th July 2020
Persistent link: https://www.econbiz.de/10013190700
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Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang - 2021
Persistent link: https://www.econbiz.de/10013262866
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013263441
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Forecasting forex trend indicators with fuzzy rough sets
Garza Sepúlveda, J. C.; Lopez-Irarragorri, F.; … - In: Computational economics 62 (2023) 1, pp. 229-287
Persistent link: https://www.econbiz.de/10014327495
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Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio; Binner, Jane M.; Tong, Meng - In: The European journal of finance 29 (2023) 7, pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
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Hedge fund return predictability in the presence of model risk
Argyropoulos, Christos; Panopulu, Aikaterinē; … - In: The European journal of finance 28 (2022) 18, pp. 1892-1916
Persistent link: https://www.econbiz.de/10013532365