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Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - 2016
Persistent link: https://www.econbiz.de/10011777185
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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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Combining multivariate volatility forecasts using weighted losses
Clements, Adam; Doolan, M. B. - 2018
Persistent link: https://www.econbiz.de/10012431199
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Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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Outlier-robust methods for forecasting realized covariance matrices
Li, Dan; Drovandi, Christopher; Clements, Adam - In: International journal of forecasting 40 (2024) 1, pp. 392-408
Persistent link: https://www.econbiz.de/10014450278