Last searches
Results for *
Displaying results 1 to 12 of 12.
-
Weak identification of long memory with implications for inference
-
Forecasting realized volatility in turbulent times using temporal fusion transformers
-
Financial stress and realized volatility
the case of agricultural commodities -
On the spectral density of fractional Ornstein-Uhlenbeck process
approximation, estimation, and model comparison -
Stock market bubbles and the realized volatility of oil price returns
-
Weak identification of long memory with implications for inference
-
Forecast combination puzzle in the HAR model
-
Business applications and state-level stock market realized volatility
a forecasting experiment -
Business applications and state-level stock market realized volatility
a forecasting experiment -
Stock return predictability and variance risk premia around the ZLB
-
Forecasting international REITs volatility
the role of oil-price uncertainty -
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities