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Leppin, Julian Sebastian - 2014 - This version: November 2014

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

Persistent link: https://www.econbiz.de/10010438928

Veredas, David - 2013

from the curse of dimensionality. We apply the model to a panel of 90 daily realized volatilities pertaining to S&P100 from …

Persistent link: https://www.econbiz.de/10013092430

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Barunik, Jozef; Kraicova, Lucie - 2017

a portfolio of financial assets. We argue that the combination of quantile panel regression and wavelet decomposition of …

Persistent link: https://www.econbiz.de/10011722181