Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 6, p. 465, doi. 10.1002/for.1090
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2009 AND VI 28 AND IP 6
Results: 5
1
2
Residual income, non-earnings information, and information content.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 6, p. 487, doi. 10.1002/for.1104
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- Publication type:
- Article
3
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 6, p. 512, doi. 10.1002/for.1109
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- Publication type:
- Article
4
Mortality forecasting using neural networks and an application to cause-specific data for insurance purposes.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 6, p. 535, doi. 10.1002/for.1111
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- Publication type:
- Article
5
Risk factor beta conditional value-at-risk.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 6, p. 549, doi. 10.1002/for.1116
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- Publication type:
- Article