671. Volatility forecasting with bivariate multifractal models. (18th August 2019) Authors: Liu, Ruipeng; Demirer, Riza; Gupta, Rangan; Wohar, Mark Journal: Journal of forecasting Issue: Volume 39:Number 2(2020) Page Start: 155 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
672. Volatility forecasts using stochastic volatility models with nonlinear leverage effects. (16th August 2019) Authors: McAlinn, Kenichiro; Ushio, Asahi; Nakatsuma, Teruo Journal: Journal of forecasting Issue: Volume 39:Number 2(2020) Page Start: 143 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
673. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (5th February 2020) Authors: Gabauer, David Journal: Journal of forecasting Issue: Volume 39:Number 5(2020) Page Start: 788 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
674. Volatility specifications versus probability distributions in VaR forecasting. (15th July 2020) Authors: Garcia‐Jorcano, Laura; Novales, Alfonso Journal: Journal of forecasting Issue: Volume 40:Number 2(2021) Page Start: 189 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
675. Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model. (2nd February 2018) Authors: Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng Journal: Journal of forecasting Issue: Volume 37:Number 3(2018) Page Start: 385 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
676. Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model. (11th July 2013) Authors: Ding, Hao; Lam, Kai‐pui Journal: Journal of forecasting Issue: Volume 32:Number 7(2013:Nov.) Page Start: 613 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
677. What can we learn from the fifties?. (27th April 2017) Authors: Gouret, Fabian Journal: Journal of forecasting Issue: Volume 36:Number 7(2017) Page Start: 756 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
678. What can we learn from the return predictability over the business cycle?. (6th July 2020) Authors: Liu, Li; Pan, Zhiyuan; Wang, Yudong Journal: Journal of forecasting Issue: Volume 40:Number 1(2021) Page Start: 108 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
679. What does the tail of the distribution of current stock prices tell us about future economic activity?. (13th February 2018) Authors: Vicente, José; Araujo, Gustavo Journal: Journal of forecasting Issue: Volume 37:Number 4(2018) Page Start: 506 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
680. What matters when developing oil price volatility forecasting frameworks?. (2nd September 2021) Authors: Delis, Panagiotis; Degiannakis, Stavros; Filis, George Journal: Journal of forecasting Issue: Volume 41:Number 2(2022) Page Start: 361 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗