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Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose.
In: Journal of Forecasting.
RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109.

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  23. Forecasting the volatility of crude oil futures using high-frequency data: further evidence. (2018). Ma, Feng ; He, Feng ; Chen, Wang ; Wei, YU.
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  25. Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis. (2018). Tao, Qizhi ; Zhang, Ting ; Liu, Jiapeng ; Wei, YU.
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  57. A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun .
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  58. The performance of popular stochastic volatility option pricing models during the subprime crisis. (2011). PETITJEAN, Mikael ; Moyaert, Thibaut .
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  61. Forecasting exchange rate volatility using high-frequency data: Is the euro different?. (2011). Chortareas, Georgios ; Jiang, Ying ; Nankervis, John. C., .
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  62. Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano.
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  63. General-to-specific modelling of exchange rate volatility: A forecast evaluation. (2010). Sucarrat, Genaro ; Bauwens, Luc.
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  65. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
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  69. Which power variation predicts volatility well?. (2009). Sohn, Bumjean ; Ghysels, Eric.
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  76. Estimating and Forecasting Volatility of Financial Time Series in Pakistan with GARCH-type Models. (2007). Pasha, G. R. ; Qasim, Tahira ; Aslam, Muhammad.
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  77. The Parimutuel Kelly Probability Scoring Rule. (2007). Johnstone, David J.
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  78. Modeling and Forecasting the Volatility of Long-stay Tourist Arrivals. (2006). Moore, Winston ; Lorde, Troy.
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  81. General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation. (2006). Sucarrat, Genaro ; Bauwens, Luc ; Luc, Bauwens ; Genaro, SUCARRAT.
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  83. Predicting Credit Default in an Agricultural Bank: Methods and Issues. (2006). Featherstone, Allen ; Sanjoy, Das ; Odeh, Oluwarotimi O..
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  90. FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE. (2003). Ñíguez Grau, Trino ; Rubia, Antonio ; Iguez, Trino-Manuel .
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  91. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt5jk0j5jh.

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  92. Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:572.

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  93. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:583.

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