Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 2, p. 113, doi. 10.1002/for.2371
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2016 AND VI 35 AND IP 2
Results: 5
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2
The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 2, p. 147, doi. 10.1002/for.2372
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- Publication type:
- Article
3
The Information Content of Intraday Implied Volatility for Volatility Forecasting.
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- Journal of Forecasting, 2016, v. 35, n. 2, p. 167, doi. 10.1002/for.2373
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- Publication type:
- Article
4
Decision-Based Forecast Evaluation of UK Interest Rate Predictability.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 2, p. 93, doi. 10.1002/for.2369
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- Publication type:
- Article
5
On Forecasting Conflict in the Sudan: 2009-2012.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 2, p. 179, doi. 10.1002/for.2382
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- Publication type:
- Article