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Forecasting (Log) volatility models

Christodoulakis, G.A.
Satchell, S.E.
Exeter Univ. (United Kingdom). Dept. of Economics

Publication date

January 1998

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/14) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Extracted data

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Nuffield Coll. Oxford (United Kingdom)

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Glasgow Caledonian Univ. (United Kingdom). Dept. of Economics

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SIGLEAvailable from British Library Document Supply Centre- DSC:DX76274 / BLDSC - British Library Do...

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Aylen, J
Salford Univ. (United Kingdom). Dept. of Economics

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SIGLEAvailable from British Library Document Supply Centre-DSC:8070.770(96-4) / BLDSC - British Libr...

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Lu, M.
Mizon, G.E
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SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(89/18) / BLDSC - British Li...

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Sussex Univ., Brighton (United Kingdom). International Economics Research Centre

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London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

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SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...

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January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Forecasting with difference-stationary and trend-stationary models

Clements, M.P.
Hendry, D.F.
Oxford Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98057(no 5) / BLDSC - British Li...

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Market Assessment Publications, London (United Kingdom)

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5381.4989V(1988/89) / BLDSC - Britis...

Modelling Standard and Poors 100 index volatility

Blair, B.J.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041095 / BLDSC - British Library D...

Forecasting inventory behaviour

Albertson, K.
Aylen, J.
Manchester Metropolitan Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.919(no 2000/05) / BLDSC - Britis...

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Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

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Christodoulakis, George

January 2001

Available from British Library Document Supply Centre- DSC:DXN055512 / BLDSC - British Library Docum...

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Brooks, C.
Burke, S.P.
Reading Univ. (United Kingdom). Centre for Quantitative Economics and Computing

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9498(54) / BLDSC - British Libra...

Econometric analysis of realised volatility and its use in estimating stochastic volatility models

Barndorff-Nielsen, O.E.
Shephard, N.
Nuffield Coll. Oxford (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2001-4) / BLDSC - Britis...

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Song, H.
Riddington, G.
Glasgow Caledonian Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.2077(19) / BLDSC - British Libra...

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Harris, D.J

January 1979

SIGLEAvailable from British Library Document Supply Centre- DSC:DX76274 / BLDSC - British Library Do...

Forecasting with a periodic transfer function model

Albertson, K.
Aylen, J
Salford Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:8070.770(96-4) / BLDSC - British Libr...

Forecast encompassing and model evaluation

Lu, M.
Mizon, G.E
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(89/18) / BLDSC - British Li...