Conditional volatility forecasting in a dynamic hedging model.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 3, p. 155, doi. 10.1002/for.950
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2005 AND VI 24 AND IP 3
Results: 5
1
2
Testing and forecasting the degree of integration in the US inflation rate.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 3, p. 173, doi. 10.1002/for.951
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- Publication type:
- Article
3
Beating the random walk in Central and Eastern Europe.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 3, p. 189, doi. 10.1002/for.952
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- Publication type:
- Article
4
A common model approach to macroeconomics: using panel data to reduce sampling error.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 3, p. 203, doi. 10.1002/for.954
- By:
- Publication type:
- Article
5
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 3, p. 221, doi. 10.1002/for.956
- By:
- Publication type:
- Article