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The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Journal of forecasting 34 (2015) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man - In: Journal of forecasting 34 (2015) 5, pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
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Real-time pricing of options on currency futures with artificial neural networks
Spreckelsen, Christian von; Mettenheim, Hans-Jörg von; … - In: Journal of forecasting 33 (2014) 6, pp. 419-432
Persistent link: https://www.econbiz.de/10010425541
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Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast
Choi, Ji-Eun; Shin, Dong-wan - In: Journal of forecasting 41 (2022) 6, pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
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A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon; Park, Myung D.; Zhang, Shen - In: Journal of forecasting 34 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
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Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Journal of forecasting 36 (2017) 6, pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
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Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan; Paolella, Marc S. - In: Journal of forecasting 19 (2000) 4, pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
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Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph; Spreckelsen, Christian von; Basse, … - In: Journal of forecasting 35 (2016) 1, pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
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Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.; Silva, Eliud; Gómez, Nicolás - In: Journal of forecasting 33 (2014) 1, pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
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Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S. - In: Journal of forecasting 26 (2007) 7, pp. 475-495
Persistent link: https://www.econbiz.de/10003593891