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~isPartOf:"International journal of forecasting"
~person:"Chiu, Ching Wai Jeremy"
~person:"Cubadda, Gianluca"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Chiu, Ching Wai Jeremy
Cubadda, Gianluca
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International journal of forecasting
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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
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