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~person:"Clements, Adam"
~subject:"Volatility"
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Volatility
Theorie
29
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24
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14
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Clements, Adam
Bollerslev, Tim
81
McAleer, Michael
80
Diebold, Francis X.
63
Härdle, Wolfgang
54
Andersen, Torben
51
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
41
Christoffersen, Peter F.
40
Lux, Thomas
40
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38
Aizenman, Joshua
37
Todorov, Viktor
37
Fernández-Villaverde, Jesús
34
Carr, Peter
32
Gupta, Rangan
31
Bekaert, Geert
30
Herwartz, Helmut
30
Fabozzi, Frank J.
29
Fengler, Matthias R.
29
Jacquier, Antoine (Jack)
29
Engle, Robert F.
28
Asai, Manabu
27
Aït-Sahalia, Yacine
27
Hafner, Christian M.
27
Pierdzioch, Christian
27
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26
Ghysels, Eric
26
Platen, Eckhard
26
Schlag, Christian
26
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26
Andersen, Torben G.
25
Branger, Nicole
25
Madan, Dilip B.
25
Meddahi, Nour
25
Fouque, Jean-Pierre
24
Jacobs, Kris
24
Mele, Antonio
24
Takahashi, Akihiko
24
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NCER working paper series
12
International journal of forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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1
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ECONIS (ZBW)
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1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
-
2021
Persistent link: https://www.econbiz.de/10012940044
Saved in:
5
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
6
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
7
Volatility timing and portfolio selection : how best to forecast volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2011
Persistent link: https://www.econbiz.de/10009405949
Saved in:
8
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
9
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008668675
Saved in:
10
Portfolio allocation : getting the most out of realised volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003978951
Saved in:
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