Narrow search
Showing 1 - 10 of 12,170
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
Cover Image
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.; Faff, Robert W. - 1994
Persistent link: https://www.econbiz.de/10000894255
Cover Image
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1990
Persistent link: https://www.econbiz.de/10000811111
Cover Image
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112
Cover Image
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Statistical methods in finance
Maddala, Gangadharrao S. (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000610528
Cover Image
Forecasting volatility in commodity markets
Kroner, Kenneth F.; Kneafsey, Devin P.; Claessens, Stijn - 1993
Persistent link: https://www.econbiz.de/10000143388
Cover Image
Creating and using volatility forecasts
Kroner, Kenneth F. - 1996
Persistent link: https://www.econbiz.de/10000168062