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Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10009720755
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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - 2013
Persistent link: https://www.econbiz.de/10009756306
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Essays on financial risk : forecasts and investor perceptions
Sokolinskiy, Oleg - 2011
Persistent link: https://www.econbiz.de/10009317703
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://www.econbiz.de/10014284237
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Evaluating real-time forecasts in real-time
Dijk, Dick van (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003753981
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Modeling regional house prices
Dijk, Bram van; Franses, Philip Hans; Paap, Richard; … - 2008
Persistent link: https://www.econbiz.de/10003754166
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The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Chulia-Soler, Helena (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003651504
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The inefficient use of macroeconomic information in analysts' earnings forecasts in emerging markets
Zwart, Gerben de (contributor); Dijk, Dick van (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651601
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A recommitment strategy for long term private equity fund investors
Zwart, Gerben de (contributor); Frieser, Brian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651655