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On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon - In: International journal of forecasting 37 (2021) 2, pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Franceso - In: International journal of forecasting 30 (2013) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael - In: International journal of forecasting 14 (1998) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance; Tang, Chrismin; Yao, Wenying - In: International journal of forecasting 37 (2021) 2, pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
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Volatility measures and Value-at-Risk
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - In: International journal of forecasting 33 (2017) 4, pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
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Qualitative business surveys and the assessment of employment : a case study for Germany
Abberger, Klaus - In: International journal of forecasting 23 (2007) 2, pp. 249-258
Persistent link: https://www.econbiz.de/10003483790
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The longer-horizon predictability of German stock market volatility
Raunig, Burkhard - In: International journal of forecasting 22 (2006) 2, pp. 363-372
Persistent link: https://www.econbiz.de/10003315669
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Evaluation of exchange rate point and density forecasts : an application to Brazil
Gaglianone, Wagner Piazza; Marins, Jaqueline Terra Moura - In: International journal of forecasting 33 (2017) 3, pp. 707-728
Persistent link: https://www.econbiz.de/10011746200
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Currency crisis prediction using ADR market data : an options-based approach
Maltritz, Dominik; Eichler, Stefan - In: International journal of forecasting 26 (2010) 4, pp. 858-884
Persistent link: https://www.econbiz.de/10008807699