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Volatility
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So, Mike Ka-pui
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Journal of forecasting
Energy economics
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Finance research letters
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NBER working paper series
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514
NBER Working Paper
451
International review of financial analysis
429
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392
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330
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
156
International journal of finance & economics : IJFE
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145
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ECONIS (ZBW)
132
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1
Forecasting housing investment
Cañizares Martínez, Carlos
;
Bondt, Gabe J. de
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 543-565
Persistent link: https://www.econbiz.de/10014292213
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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
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