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Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada; Liao, Yin - In: International journal of forecasting 33 (2017) 3, pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
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The trilemma between accuracy, timeliness and smoothness in real-time signal extraction
Wildi, Marc; McElroy, Tucker - In: International journal of forecasting 35 (2019) 3, pp. 1072-1084
Persistent link: https://www.econbiz.de/10012305226
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Are consensus FX forecasts valuable for investors?
Kwas, Marek; Beckmann, Joscha; Rubaszek, Michał - In: International journal of forecasting 40 (2024) 1, pp. 268-284
Persistent link: https://www.econbiz.de/10014450270