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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~person:"Andrada Félix, Julián"
~person:"Bams, Dennis"
~subject:"Volatility"
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Andrada Félix, Julián
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International journal of forecasting
SFB 649 discussion paper
LSF research working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
Saved in:
2
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
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