Pages that link to "Item:Q1614020"
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The following pages link to Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020):
Displaying 11 items.
- \(n\)-tuple S\&P patterns across decades, 1950--2011 (Q301214) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Nonparametric, nonlinear, short-term forecasting: Theory and evidence for nonlinearities in the commodity markets (Q1606379) (← links)
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Forecasting stock index volatility (Q2722284) (← links)
- Modelling and testing for market volatility (Q4304473) (← links)
- Non‐stationary non‐parametric volatility model (Q5093184) (← links)
- Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901315) (← links)