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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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Forecasting autoregressive time series under changing persistence
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003988288
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
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Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana; Voev, Valeri - 2011
Persistent link: https://www.econbiz.de/10008807445
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A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas - 2010
Persistent link: https://www.econbiz.de/10008651643
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The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard - 2010
Persistent link: https://www.econbiz.de/10008651714
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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The forecast performance of competing implied volatility measures : the case of individual stocks
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008651738
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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Utility-based forecast evaluation with multiple decision rules and a new maxmin rule
Lukas, Manuel - 2011
Persistent link: https://www.econbiz.de/10009382613