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News and network structures in equity market volatility
Clements, Adam; Liao, Yin - 2016
Persistent link: https://www.econbiz.de/10011777149
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Volatility dependent dynamic equicorrelation
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - 2016
Persistent link: https://www.econbiz.de/10011777151
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Volatility and the role of order book structure
Becker, Ralf; Clements, Adam - 2010
Persistent link: https://www.econbiz.de/10008668670
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A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668675
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Portfolio allocation : getting the most out of realised volatility
Clements, Adam; Silvennoinen, Annastiina - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003978951
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A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008648672
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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
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A nonparametric approach to forecasting realized volatility
Clements, Adam; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880632
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On the economic benefit of utility based estimation of a volatility model
Clements, Adam; Silvennoinen, Annastiina - 2009
Persistent link: https://www.econbiz.de/10003880634
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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