Multiple Hypothesis Testing of Market Risk Forecasting Models.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 381, doi. 10.1002/for.2381
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2016 AND VI 35 AND IP 5
Results: 6
1
2
The Role of Survey Data in Nowcasting Euro Area GDP Growth.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 400, doi. 10.1002/for.2383
- By:
- Publication type:
- Article
3
Forecasting Based on Decomposed Financial Return Series: A Wavelet Analysis.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 419, doi. 10.1002/for.2384
- By:
- Publication type:
- Article
4
Modeling Realized Volatility Dynamics with a Genetic Algorithm.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 434, doi. 10.1002/for.2386
- By:
- Publication type:
- Article
5
Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 445, doi. 10.1002/for.2387
- By:
- Publication type:
- Article
6
Bayesian Analysis of a Threshold Stochastic Volatility Model.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 5, p. 462, doi. 10.1002/for.2397
- By:
- Publication type:
- Article