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~isPartOf:"International journal of forecasting"
~person:"Andrada Félix, Julián"
~person:"Chiu, Ching Wai Jeremy"
~person:"Cubadda, Gianluca"
~subject:"Theorie"
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Andrada Félix, Julián
Chiu, Ching Wai Jeremy
Cubadda, Gianluca
Arroyo, Javier
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International journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
2
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A vector heterogeneous autoregressive index model for realized
volatility
measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
2
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
3
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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