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Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan; Lu, Shan - In: Economics letters 141 (2016), pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Enhancing the predictability of crude oil markets with hybrid wavelet approaches
Uddin, Mohammed Gazi Salah; Gençay, Ramazan; Bekiros, … - In: Economics letters 182 (2019), pp. 50-54
Persistent link: https://www.econbiz.de/10012122427
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A model-free test for contagion between crude oil and stock markets
Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011422065
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Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
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Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan - In: Economics letters 83 (2004) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio; Renò, Roberto - In: Economics letters 74 (2002) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
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Complete subset least squares support vector regression
Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995