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International journal of forecasting
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Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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2
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
3
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
4
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
5
On forecasting daily stock volatility: The role of intraday information and market conditions
Fuertes, Ana-Maria
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10008231950
Saved in:
6
Optimal design of early warning systems for sovereign debt crises
Fuertes, Ana-Maria
;
Kalotychou, Elena
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10007607106
Saved in:
7
On forecasting daily stock volatility: The role of intraday information and market conditions
Fuertes, Ana-Maria
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-282
Persistent link: https://www.econbiz.de/10008892142
Saved in:
8
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana-Maria
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10010053968
Saved in:
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