Browse by Journal or other publication
Number of items: 3.
2020
Hauzenberger, Niko and Huber, Florian (2020) Model instability in predictive exchange rate regressions. Journal of Forecasting, 39 (2). pp. 168-186. ISSN 0277-6693
2016
Esposito, Francesco P. and Cummins, Mark (2016) Multiple hypothesis testing of market risk forecasting models. Journal of Forecasting, 35 (5). pp. 381-399. ISSN 0277-6693
2013
Jeon, Jooyoung and Taylor, James (2013) Using CAViaR models with implied volatility for value-at-risk estimation. Journal of Forecasting, 32 (1). 62–74. ISSN 0277-6693