Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
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. 259-281
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
Cover Image
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