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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - In: International journal of forecasting 28 (2012) 3, pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - In: International journal of forecasting 28 (2012) 3, pp. 623-632
Persistent link: https://www.econbiz.de/10009983788
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Forecasting realized exchange rate volatility by decomposition
Lanne, Markku - In: International journal of forecasting 23 (2007) 2, pp. 307-320
Persistent link: https://www.econbiz.de/10003483823
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Joint modeling of call and put implied volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 25 (2009) 2, pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
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Overnight stock returns and realized volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 29 (2013) 4, pp. 592-604
Persistent link: https://www.econbiz.de/10010212465
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Joint modeling of call and put implied volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 25 (2009) 2, pp. 239-258
Persistent link: https://www.econbiz.de/10008231951
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Joint modeling of call and put implied volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 25 (2009) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10008892143