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Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 37 (2021) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
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A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - In: International journal of forecasting 37 (2021) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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Global equity market volatility spillovers : a broader role for the United States
Buncic, Daniel; Gisler, Katja Ida Maria - In: International journal of forecasting 32 (2016) 4, pp. 1317-1339
Persistent link: https://www.econbiz.de/10011622159