Program > Parallel sessions
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Robust Inference under Time-Varying Volatility - A Real-Time Evaluation of Professional Forecasters
Robinson Kruse
sciencesconf.org:qffe2018:191644 |
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
Alvaro Escribano, Sucarrat Genaro
sciencesconf.org:qffe2018:196669 |
Direct volatility modeling
Kevin Sheppard
sciencesconf.org:qffe2018:196715 |
Two are better than one: volatility forecasting using multiplicative component GARCH models
Christian Conrad, Onno Kleen
sciencesconf.org:qffe2018:196759 |
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