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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~person:"Proietti, Tommaso"
~subject:"Volatility"
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International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
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2
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Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
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