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~isPartOf:"International journal of forecasting"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Catania, Leopoldo"
~subject:"Kapitaleinkommen"
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Catania, Leopoldo
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International journal of forecasting
Management science : journal of the Institute for Operations Research and the Management Sciences
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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
Saved in:
2
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
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