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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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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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The asymmetric volatility in the gold market revisited
Todorova, Neda - In: Economics letters 150 (2017), pp. 138-141
Persistent link: https://www.econbiz.de/10011765084
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Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan; Ali, Faek Menla - In: Economics letters 172 (2018), pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
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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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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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Are levels effects important in out-of-sample performance of short rate models?
Suardi, Sandy - In: Economics letters 99 (2008) 1, pp. 181-184
Persistent link: https://www.econbiz.de/10003723300
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Outliers and GARCH models in financial data
Charles, Amélie; Darné, Olivier - In: Economics letters 86 (2005) 3, pp. 347-352
Persistent link: https://www.econbiz.de/10002680067
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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