Cross-correlations and Predictability of Stock Returns.
- Published in:
- Journal of Forecasting, 2001, v. 20, n. 2, p. 145, doi. 10.1002/1099-131X(200103)20:2<145::AID-FOR787>3.0.CO;2-5
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2001 AND VI 20 AND IP 2
Results: 4
1
2
A Double-threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.
- Published in:
- Journal of Forecasting, 2001, v. 20, n. 2, p. 135, doi. 10.1002/1099-131X(200103)20:2<135::AID-FOR780>3.0.CO;2-R
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- Publication type:
- Article
3
Robust Modelling of ARCH Models.
- Published in:
- Journal of Forecasting, 2001, v. 20, n. 2, p. 111, doi. 10.1002/1099-131X(200103)20:2<111::AID-FOR786>3.0.CO;2-N
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- Publication type:
- Article
4
Evaluating the Predictive Accuracy of Volatility Models.
- Published in:
- Journal of Forecasting, 2001, v. 20, n. 2, p. 87, doi. 10.1002/1099-131X(200103)20:2<87::AID-FOR782>3.0.CO;2-7
- By:
- Publication type:
- Article