Narrow search
Showing 1 - 10 of 14
Cover Image
Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
Cover Image
Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
Cover Image
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.; Nogales, Francisco J.; Ruiz, Esther - In: Journal of financial econometrics : official journal of … 11 (2013) 2, pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
Cover Image
Predicting instability
Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Cover Image
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Cover Image
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Cover Image
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock; Park, Cheol-Ho - In: Applied economics 52 (2020) 54, pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Cover Image
Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach
Behrens, Christoph - In: Applied economics 52 (2020) 34, pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
Cover Image
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana; Voev, Valeri - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Cover Image
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 173-222
Persistent link: https://www.econbiz.de/10011987413