Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures [0.03%]
David T. L. Siu; John Okunev
David T. L. Siu; John Okunev
Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters [0.03%]
Martin Spann; Bernd Skiera
Martin Spann; Bernd Skiera
Wei-Choun Yu; Donald M. Salyards
Wei-Choun Yu; Donald M. Salyards
On a dynamic mixture GARCH model [0.03%]
Xixin Cheng; Philip L. H. Yu; W. K. Li
Xixin Cheng; Philip L. H. Yu; W. K. Li
Robert R. Andrawis; Amir F. Atiya
Robert R. Andrawis; Amir F. Atiya
Masahiro Ashiya
Masahiro Ashiya
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta [0.03%]
Taufiq Choudhry; Hao Wu
Taufiq Choudhry; Hao Wu
P/E changes: some new results [0.03%]
Thomas Zorn; Donna Dudney; Benjamas Jirasakuldech
Thomas Zorn; Donna Dudney; Benjamas Jirasakuldech
The predictive value of temporally disaggregated volatility: evidence from index futures markets [0.03%]
Nicholas Taylor
Nicholas Taylor
Hyeongwoo Kim; John Jackson; Richard Saba
Hyeongwoo Kim; John Jackson; Richard Saba