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Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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On the macroeconomic causes of exchange rate volatility
Morana, Claudio - In: International journal of forecasting 25 (2009) 2, pp. 328-350
Persistent link: https://www.econbiz.de/10003870061
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General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
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A new error measure for forecasts of household-level, high resolution electrical energy consumption
Haben, Stephen; Ward, Jonathan; Vukadinović Greetham, … - In: International journal of forecasting 30 (2014) 2, pp. 246-256
Persistent link: https://www.econbiz.de/10010510941
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Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen; Perron, Pierre - In: International journal of forecasting 30 (2014) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
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Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria (contributor) - In: International journal of forecasting 30 (2014) 3, pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
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Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
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Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João - In: International journal of forecasting 28 (2012) 1, pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
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Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria; Arroyo, Javier - In: International journal of forecasting 28 (2012) 1, pp. 20-33
Persistent link: https://www.econbiz.de/10009580813