JEL CATEGORY C22 ECONOMETRIC METHODS: Time Series Models C45 ECONOMETRIC AND STATISTICAL METHODS; Neural Networks C53 ECONOMETRIC MODELING; Forecasting

by Gordon H. Dash , Nina Kajiji

Active Bibliography

PRELIMINARY RESULTS JEL CATEGORY E40 MONEY DEMAND/INTEREST RATES; E47 Forecasting and Simulation – Gordon H. Dash, Nina Kajiji, R. C. Hanumara, C Econometric, Statistics C, Econometric Modeling
7 Forecasting and Radial Basis Function Neural Networks By – William A. Orme, Gordon H. Dash, Nina Kajiji, Christopher D. Hunter, Office Of The Dean, Gordon H. Dash, Nina Kajiji, Christopher D. Hunter
213 Stochastic Volatility – Eric Ghysels, Andrew Harvey, Eric Renault - 1995
A COMPARISON OF IMPLIED STANDARD DEVIATIONS AND HISTORICAL ESTIMATES OF VOLATILITY DURING AND AFTER THE PARTICIPATION OF THE BRITISH POUND IN THE ERM – Andrea M. P. Neves - 1998
Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility * – Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Torben G. Andersen A, Tim Bollerslev B, Francis X. Diebold C - 2003
24 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility – Torben G. Andersen , Tim Bollerslev , Francis X. Diebold - 2003
265 Modeling and Forecasting Realized Volatility – Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys - 2002
3 MODELING AND FORECASTING REALIZED VOLATILITY – Torben G. Anderson, Tim Bollerslev, Francis X. Diebold, Paul Labys - 2002
2 Portable Alpha and Portable Beta Strategies in the Eurozone Implementing Active Asset Allocation Decisions using Equity Index Options and Futures – Noël Amenc, Lionel Martellini, Daphné Sfeir
123 Asset pricing at the millennium – John Y. Campbell
87 From the bird’s eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets – Dominique M. Guillaume, Michel M. Dacorogna, Rakhal R. Davé, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet - 1997
Option Pricing Bounds and Statistical . . . – Per A. Mykland - 2009
c ING Group Credit Risk Managemen t, The Netherlands. – Siem Jan Koopman A, Borus Jungbacker A, Eugenie Hol C, Eugenie Hol (c - 2004
2 A generalized partially linear model of asymmetric volatility – Guojun Wu , Zhijie Xiao - 2002
88 Parametric and Nonparametric Volatility Measurement – Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Neil Shephard - 2002
Time-Varying Combination of Volatility Forecasts: An Empirical Analysis for the Mexican Peso- U.S. Dollar Exchange Rate – Guillermo Benavides Y, Banco De México, Carlos Capistrán Z, Banco De México
Investing when Volatility Fluctuates ∗ – Leping Wang - 2004
21 The Economic Value of Predicting Stock Index Returns And Volatility – Wessel Marquering, Marno Verbeek, K. U. Leuven, K. U. Leuven - 2000
“Outliers Correction and Distributional Timing of Higher Moments for Robust Asset Allocations ” ∗ – Maillet Paul Merlin - 2010