Narrow search
Showing 1 - 7 of 7
Cover Image
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam; Doolan, Mark; Hurn, Stan; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880627
Cover Image
A nonparametric approach to forecasting realized volatility
Clements, Adam; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880632
Cover Image
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
Cover Image
A kernel technique for forecasting the variance-covariance matrix
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668667
Cover Image
Volatility and the role of order book structure
Becker, Ralf; Clements, Adam - 2010
Persistent link: https://www.econbiz.de/10008668670
Cover Image
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668675
Cover Image
Selecting forecasting models for portfolio allocation
Clements, Adam; Doolan, Mark; Hurn, Stan; Becker, Ralf - 2012
Persistent link: https://www.econbiz.de/10009575265