Pages that link to "Item:Q1023635"
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The following pages link to A GMM procedure for combining volatility forecasts (Q1023635):
Displaying 9 items.
- Correcting and combining time series forecasters (Q470161) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- (Q3402991) (← links)
- An alternative method for forecasting price volatility by combining models (Q5373882) (← links)