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~isPartOf:"NCER working paper series"
~subject:"Volatilität"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Non-commercial literature"
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Clements, Adam
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
4
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008668675
Saved in:
5
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
6
On the economic benefit of utility based
estimation
of a volatility model
Clements, Adam
;
Silvennoinen, Annastiina
-
2009
Persistent link: https://www.econbiz.de/10003880634
Saved in:
7
Forecast performance of implied volatility and the impact of the volatility risk premium
Becker, Ralf
;
Clements, Adam
;
Coleman-Fenn, Christopher
-
2009
Persistent link: https://www.econbiz.de/10003880636
Saved in:
8
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, K. A.
;
McClelland, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009665916
Saved in:
9
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
10
Comparing different explanations of the volatility trend
Rubin, Amir
;
Smith, Daniel R.
-
2010
Persistent link: https://www.econbiz.de/10008798842
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