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- 2013
-
Mark
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
(
- Contribution to journal › Article
-
Mark
Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach
(
- Contribution to journal › Article
- 2007
-
Mark
Can panel data really improve the predictability of the monetary exchange rate model?
(
- Contribution to journal › Article
- 2006
-
Mark
GARCH forecasting under different distribution assumptions
(
- Contribution to journal › Article
- 2003
-
Mark
A neural network versus Black-Scholes: A comparison of pricing and hedging performances
(
- Contribution to journal › Article