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Volatility
52
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Clements, Adam
McAleer, Michael
305
Gupta, Rangan
244
Caporale, Guglielmo Maria
179
Bollerslev, Tim
145
Kemfert, Claudia
133
Woessmann, Ludger
133
Chang, Chia-Lin
119
Pierdzioch, Christian
119
Bouri, Elie
113
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113
Diebold, Francis X.
110
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107
Spagnolo, Nicola
99
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98
Neuhoff, Karsten
98
Ma, Feng
94
Härdle, Wolfgang
92
Chevallier, Julien
90
Hammoudeh, Shawkat
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Weigt, Hannes
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Brunello, Giorgio
84
Koopman, Siem Jan
84
Tiwari, Aviral Kumar
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Weber, Christoph
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Bekaert, Geert
81
Tolmacheva, Irina
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Engle, Robert F.
74
Caporin, Massimiliano
73
Lucey, Brian M.
73
Salvanes, Kjell G.
73
Winter-Ebmer, Rudolf
72
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68
McMillan, David G.
68
Todorov, Viktor
68
Buch, Claudia M.
67
Devereux, Paul J.
66
Ale Ebrahim, Nader
64
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64
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International journal of forecasting
4
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4
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Modelling interregional links in electricity price spikes
Clements, Adam
;
Herrera, Rodrigo
;
Hurn, Stan
- In:
Energy economics
51
(
2015
),
pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
Saved in:
2
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:
3
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:
4
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:
5
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
6
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:
7
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:
8
Volatility and the role of order book structure
Becker, Ralf
;
Clements, Adam
-
2010
Persistent link: https://www.econbiz.de/10008668670
Saved in:
9
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:
10
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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