Pages that link to "Item:Q2810422"
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The following pages link to Forecasting volatility in the presence of model instability (Q2810422):
Displaying 8 items.
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)
- Forecasting volatility for the stock market: a new hybrid model (Q3543516) (← links)
- Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions (Q4687631) (← links)
- (Q5291050) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)