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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
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The dynamics between inflation and inflation uncertainty : evidence from India
Balaji, B.; Durai, S. Raja Sethu; Ramachandran, M. - In: Journal of quantitative economics 14 (2016) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012418184
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The dynamics between inflation and inflation uncertainty : evidence from India
Balaji, B.; Durai, S. Raja Sethu; Ramachandran, Marudarajan - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011639820
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2021
Persistent link: https://www.econbiz.de/10012612441
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Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2020
Persistent link: https://www.econbiz.de/10012253930
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A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
David, Alexander; Veronesi, Pietro - In: Annual review of financial economics 14 (2022), pp. 439-463
Persistent link: https://www.econbiz.de/10013461169