How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets.
- Published in:
- Journal of Forecasting, 2014, v. 33, n. 7, p. 542, doi. 10.1002/for.2310
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2014 AND VI 33 AND IP 7
Results: 5
1
2
A Quantile Regression Approach to Equity Premium Prediction.
- Published in:
- Journal of Forecasting, 2014, v. 33, n. 7, p. 558, doi. 10.1002/for.2312
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- Publication type:
- Article
3
Forecasting Online Auctions via Self-Exciting Point Processes.
- Published in:
- Journal of Forecasting, 2014, v. 33, n. 7, p. 501, doi. 10.1002/for.2313
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- Publication type:
- Article
4
Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations.
- Published in:
- Journal of Forecasting, 2014, v. 33, n. 7, p. 515, doi. 10.1002/for.2303
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- Publication type:
- Article
5
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility.
- Published in:
- Journal of Forecasting, 2014, v. 33, n. 7, p. 532, doi. 10.1002/for.2307
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- Publication type:
- Article