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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~person:"Arvanitis, Stelios"
~person:"Bams, Dennis"
~subject:"Volatility"
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International journal of forecasting
SFB 649 discussion paper
LSF research working paper series
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Robust optimization of forecast combinations
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 910-926
Persistent link: https://www.econbiz.de/10012305190
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2
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
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