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1
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
Saved in:
2
Robust coherence analysis for long-memory processes
Lim, Yaeji
;
Oh, Hee-Seok
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 335-342
Persistent link: https://www.econbiz.de/10012484990
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3
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
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4
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 486-493
Persistent link: https://www.econbiz.de/10011627706
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5
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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6
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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7
Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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8
Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
Kutuk, Yasin
;
Barokas, Lina
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581639
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9
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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10
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
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