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~isPartOf:"International journal of forecasting"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Opschoor, Anne"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Opschoor, Anne
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International journal of forecasting
Management science : journal of the Institute for Operations Research and the Management Sciences
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tinbergen Institute Discussion Paper 16-069/IV
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Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
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Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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