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The role of the forecast-generating process in assessing asset market models of the exchange rate : a non-linear case
Kirikos, Dimitris G. - In: The European journal of finance 2 (1996) 2, pp. 125-144
Persistent link: https://www.econbiz.de/10001209727
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Analysing long memory and asymmetries
Virén, Matti E. E. - In: The European journal of finance 6 (2000) 2, pp. 240-258
Persistent link: https://www.econbiz.de/10001519396
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
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The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements
Wilkie-Thomson, Mary E.; Pollock, Andrew C.; Henriksen, … - In: The European journal of finance 10 (2004) 4, pp. 290-307
Persistent link: https://www.econbiz.de/10002359731
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The economic value of advanced time series methods for modelling and trading 10-year government bonds
Dunis, Christian; Morrison, Vincent - In: The European journal of finance 13 (2007) 3/4, pp. 333-352
Persistent link: https://www.econbiz.de/10003550391
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Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.; Hördahl, Peter - In: The European journal of finance 11 (2005) 1, pp. 33-57
Persistent link: https://www.econbiz.de/10002812475
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Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad; Javed, Farrukh; Awartani, Basel; … - In: The European journal of finance 30 (2024) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10014547966