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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David; Kolly, Jeremy; Trottier, Denis‐Alexandre - In: Journal of forecasting 36 (2017) 7, pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven - In: Journal of forecasting 36 (2017) 6, pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
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Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le - In: Journal of forecasting 43 (2024) 2, pp. 402-414
Persistent link: https://www.econbiz.de/10014475347