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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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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
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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. 259-282
Persistent link: https://www.econbiz.de/10008892142
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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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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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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
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A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: International journal of forecasting 35 (2019) 4, pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
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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
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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
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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