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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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Forecasting spikes in electricity prices
Christensen, T. M.; Hurn, Stan; Lindsay, A, S. - In: International journal of forecasting 28 (2012) 2, pp. 400-411
Persistent link: https://www.econbiz.de/10009582612
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A spatial econometric analysis of the effect of vertical restraints and branding on retail gasoline pricing
Hogg, Stephen; Hurn, Stan; Macdonald, Stuart; Rambaldi, … - 2012
Persistent link: https://www.econbiz.de/10009614038
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Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf; Clements, Adam; Doolan, M. B.; Hurn, Stan - In: International journal of forecasting 31 (2015) 3, pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
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Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan; Lindsay, Kenneth A.; McClelland, Andrew - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
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The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation
Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004
Persistent link: https://www.econbiz.de/10002544738
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A general test for time dependence in parameters
Becker, Ralf; Enders, Walter; Hurn, Stan - In: Journal of applied econometrics 19 (2004) 7, pp. 899-906
Persistent link: https://www.econbiz.de/10002467876
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Discretised non-linear filtering for dynamic latent variable models : with application to stochastic volatility
Clements, Adam; Hurn, Stan; White, Scott - 2004
Persistent link: https://www.econbiz.de/10002104722
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Linearizations and equilibrium correction models
Bårdsen, Gunnar (contributor); Hurn, Stan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652268
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Dollar-deutschemark polarisation : comparing the pound and franc
Forder, James; Hurn, Stan - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 217-231
Persistent link: https://www.econbiz.de/10001777897