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~person:"Klein, Tony"
~subject:"Forecasting model"
~subject:"Time series analysis"
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Klein, Tony
Gil-Alaña, Luis A.
135
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86
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15
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Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
2
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
Saved in:
3
Exogenous drivers of cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
-
2018
We apply the
GARCH
-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized …
Persistent link: https://www.econbiz.de/10011906495
Saved in:
4
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
Saved in:
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