Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 163, doi. 10.1002/for.2325
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2015 AND VI 34 AND IP 3
Results: 6
1
2
The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 177, doi. 10.1002/for.2331
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- Publication type:
- Article
3
Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 191, doi. 10.1002/for.2332
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- Publication type:
- Article
4
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 209, doi. 10.1002/for.2333
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- Publication type:
- Article
5
Forecasting Multivariate Time Series with the Theta Method.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 220, doi. 10.1002/for.2334
- By:
- Publication type:
- Article
6
Improving Forecast of Binary Rare Events Data: A GAM-Based Approach.
- Published in:
- Journal of Forecasting, 2015, v. 34, n. 3, p. 230, doi. 10.1002/for.2335
- By:
- Publication type:
- Article