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Stock return predictability and determinants of predictability and profits
Bannigidadmath, Deepa; Narayan, Paresh Kumar - In: Emerging markets review 26 (2016), pp. 153-173
Persistent link: https://www.econbiz.de/10011670906
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Prediction in a non-homogeneous Poisson cluster model
Matsui, Muneya - In: Insurance / Mathematics & economics 55 (2014), pp. 10-17
Persistent link: https://www.econbiz.de/10010366215
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.; Lindner, Alexander - In: Journal of econometrics 189 (2015) 2, pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin - In: Equilibrium : quarterly journal of economics and … 13 (2018) 3, pp. 357-389
Persistent link: https://www.econbiz.de/10012231957
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Accurate risk and density prediction of asset prices
Steude, Sven Christian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640144
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Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641741
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Une évaluation des procédures de Backtesting : "tout va pour le mieux dans le meilleur des mondes"
Hurlin, Christophe; Tokpavi, Sessi - In: Finance : revue de l'Association Française de Finance 29 (2008) 1, pp. 53-80
Persistent link: https://www.econbiz.de/10003730239
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To - In: The journal of futures markets 28 (2008) 2, pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
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Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael; Da Veiga, Bernardo - In: Journal of forecasting 27 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003738381