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How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
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Non-linear, non-parametric, non-fundamental exchange rate forecasting
Gradojevic, Nikola; Yang, Jing - In: Journal of forecasting 25 (2006) 4, pp. 227-245
Persistent link: https://www.econbiz.de/10003364169
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Forecasting using high-frequency data : a comparison of asymmetric financial duration models
Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of forecasting 28 (2009) 5, pp. 317-386
Persistent link: https://www.econbiz.de/10003878583
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Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725