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Forecasting multivariate volat...
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1
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
2
Combining multivariate
volatility
forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
Realized
volatility
forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
Saved in:
4
Testing and predicting
volatility
spillover : a multivariate GJR-GARCH approach
Aftab, Hira
;
Beg, Rabiul Alam
;
Sun, Sizhong
;
Zhou, Zhangyue
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10012005368
Saved in:
5
Forecasting the oil price realized
volatility
: a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
6
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
7
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2018
Persistent link: https://www.econbiz.de/10011960151
Saved in:
8
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
9
Combination of multivariate
volatility
forecasts
Amendola, Alessandra
;
Storti, Giuseppe
-
2009
volatility
predictor, the results of an application to tactical asset allocation are presented. -- Multivariate GARCH ; forecast …
Persistent link: https://www.econbiz.de/10003796201
Saved in:
10
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:
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