Results 331 to 340 of about 1,459,377 (344)

Chapter 15 Volatility and Correlation Forecasting

Handbook of Economic Forecasting, 2006
Torben G Andersen, Tim Bollerslev
exaly  

Forecasting volatility of wind power production

Applied Energy, 2016
Zhiwei Shen, Matthias Ritter
exaly  

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling

Journal of Business and Economic Statistics, 2012
Fulvio Corsi, Roberto Reno
exaly  

Modeling and forecasting exchange rate volatility in time-frequency domain

European Journal of Operational Research, 2016
Jozef Barunik, Tomas Krehlik, Lukáš Vácha   +2 more
exaly  

Forecasting crude-oil market volatility: Further evidence with jumps

Energy Economics, 2017
Olivier Darné
exaly  

Time-varying jump intensity and volatility forecasting of crude oil returns

Energy Economics
Yan Chen
exaly  

Volatility Forecasting Factors

Ingmar Nolte, Sandra Nolte (Lechner), Seok Young Hong, Marco Cinquetti   +3 more
openaire   +1 more source

Using neural networks for forecasting volatility of S&P 500 Index futures prices

Journal of Business Research, 2004
exaly  

More is better? The impact of predictor choice on the INE oil futures volatility forecasting

Energy Economics
Lingbing Feng
exaly  

15. Forecasting Volatility

2011
openaire   +1 more source