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111
Multiplicative models for implied volatility
Ahoniemi, Katja
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contributor
)
-
2007
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112
Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics letters
3
(
2007
)
1
,
pp. 31-37
Persistent link: https://www.econbiz.de/10003540138
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113
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
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4
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pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
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114
Direct multi-step estimation and forecasting
Chevillon, Guillaume
- In:
Journal of economic surveys
21
(
2007
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4
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pp. 746-785
Persistent link: https://www.econbiz.de/10003516730
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115
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
- In:
International journal of forecasting
23
(
2007
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3
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pp. 365-376
Persistent link: https://www.econbiz.de/10003567875
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116
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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117
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
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2007
Persistent link: https://www.econbiz.de/10003514617
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118
Predicting glocal stock returns
Hjalmarsson, Erik
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Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
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pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
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119
Estimating firms' labour demand forecasts using small area models for count data
Ferrante, Maria Rosaria
;
Trivisano, Carlo
- In:
Mutamenti nella geografia dell'economia italiana
,
(pp. 241-260)
.
2006
Persistent link: https://www.econbiz.de/10003987022
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120
A note on probabilistic confidence of the stock market ILS interval forecasts
Hu, Chenyi
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 410-415
Persistent link: https://www.econbiz.de/10008656305
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