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~isPartOf:"International journal of forecasting"
~person:"Cubadda, Gianluca"
~person:"Lucas, André"
~subject:"Theorie"
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Cubadda, Gianluca
Lucas, André
Arroyo, Javier
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International journal of forecasting
Discussion paper / Tinbergen Institute
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
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Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
2
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:
3
Time-varying variance and skewness in realized
volatility
measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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