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~subject:"Volatilität"
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Volatilität
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Becker, Ralf
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Hurn, Stan
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ECONIS (ZBW)
26
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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:
2
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:
3
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
4
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:
5
Volatility and the role of order book structure
Becker, Ralf
;
Clements, Adam
-
2010
Persistent link: https://www.econbiz.de/10008668670
Saved in:
6
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:
7
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008648672
Saved in:
8
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
9
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
Saved in:
10
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
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