Amanote Research

Amanote Research

    RegisterSign In

Application of Forecast Combination in Volatility Modelling

doi 10.36334/modsim.2011.d10.james
Full Text
Open PDF
Abstract

Available in full text

Date

December 12, 2011

Authors

Unknown

Publisher

Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc.


Related search

Volatility Forecast Comparison Using Imperfect Volatility Proxies

SSRN Electronic Journal
2006English

Modelling International Tourist Arrivals and Volatility: An Application to Taiwan

SSRN Electronic Journal
2009English

Quantile Forecast Combination Using Stochastic Dominance

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2017English

Improving GDP Measurement: A Forecast Combination Perspective

Working paper (Federal Reserve Bank of Philadelphia)
2011English

Forecast Combination With Entry and Exit of Experts

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2009English

Using Mathematical Modelling to Forecast Population Trends in Bangladesh

IARJSET
2019English

The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks

SSRN Electronic Journal
2009English

Seasonal Forecast Verification and Application in Times of Change

Earth System Dynamics Discussions
2016English

The Application of Deep Learning in Airport Visibility Forecast

Atmospheric and Climate Sciences
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy