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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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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
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Optimal design of early warning systems for sovereign debt crises
Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 23 (2007) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003438389
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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
Cover Image
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
Cover Image
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