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Volatility
58
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Clements, Adam
McAleer, Michael
362
Gupta, Rangan
241
Caporale, Guglielmo Maria
188
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
112
Pierdzioch, Christian
102
Andersen, Torben
98
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97
Ma, Feng
94
Spagnolo, Nicola
94
Belke, Ansgar
86
Floros, Christos
85
Hammoudeh, Shawkat
82
Bekaert, Geert
79
Koopman, Siem Jan
79
Apergēs, Nikolaos
78
Bahmani-Oskooee, Mohsen
76
Engle, Robert F.
76
Härdle, Wolfgang
74
Rezitis, Anthony N.
72
Tiwari, Aviral Kumar
71
Caporin, Massimiliano
70
Kočenda, Evžen
70
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
64
Papapetrou, Evangelia
63
Lux, Thomas
62
Lucey, Brian M.
61
Wohar, Mark E.
58
Buch, Claudia M.
57
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
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National Centre for Econometric Research (NCER)
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ECONIS (ZBW)
52
RePEc
6
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1
News and network structures in equity market
volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
2
Media attention and crude oil
volatility
: is there any 'new' news in the newspaper?
Aromi, D.
;
Clements, Adam
-
2018
Persistent link: https://www.econbiz.de/10012431188
Saved in:
3
Do common
volatility
models capture cyclical behaviour in
volatility
?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
4
On the informational efficiency of S&P500 implied
volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
5
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
Saved in:
6
A nonparametric approach to forecasting realized
volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
7
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:
8
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:
9
Volatility
and the role of order book structure
Becker, Ralf
;
Clements, Adam
-
2010
Persistent link: https://www.econbiz.de/10008668670
Saved in:
10
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:
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