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Forecasting daily return densities from intraday data: A multifractal approach. (2014). Olmo, Jose ; Hallam, Mark.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:4:p:863-881.

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  1. Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus.
    In: SN Business & Economics.
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  2. Wind speed forecasting using a hybrid model considering the turbulence of the airflow. (2022). Cadenas, Erasmo ; Campos-Amezcua, Rafael ; Mendez-Gordillo, Alma Rosa.
    In: Renewable Energy.
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  3. How Informative is High-Frequency data for Tail Risk Estimation and Forecasting?. (2019). Dimitriadis, Timo ; Halbleib, Roxana.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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  4. Forecasting stock index futures returns with mixed-frequency sentiment. (2017). Gao, Bin ; Yang, Chunpeng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:69-83.

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References

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