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EMPIRICAL LAWS OF A STOCK PRIC...
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Journal of forecasting
Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
131
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1
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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2
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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3
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
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4
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
5
Forecasting
volatility
with noisy jumps : an application to the Dow Jones Industrial Average stocks
Awartani, Basel M. A.
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10003738612
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6
Forecasting
volatility
with outliers in GARCH models
Charles, Amélie
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 551-565
Persistent link: https://www.econbiz.de/10003779588
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7
Power transformation models and
volatility
forecasting
Sadorsky, Perry A.
;
McKenzie, Michael D.
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 587-606
Persistent link: https://www.econbiz.de/10003779597
Saved in:
8
Gamma stochastic
volatility
models
Abraham, Bovas
;
Balakrishna, N.
;
Sivakumar, Ranjini
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 153-171
Persistent link: https://www.econbiz.de/10003318072
Saved in:
9
Forecasting exchange rate
volatility
: a multiple horizon comparison using historical, realized and implied
volatility
measures
Siu, David T. L.
;
Okunev, John
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 465-486
Persistent link: https://www.econbiz.de/10003886979
Saved in:
10
Stock market
volatility
and the forecasting performance of stock index futures
Wang, Janchung
- In:
Journal of forecasting
28
(
2009
)
4
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003869090
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