Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets Journal title: Academic Journal of Economic Studies Authors: Iulian Lolea Subject(s):
Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models Journal title: Finance a uver Authors: Vera Mirovic, Jovan Njegic, Dejan Zivkov Subject(s):
Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries Journal title: Finance a uver Authors: Pablo M. Pincheira, Carlos A. Medel Subject(s):
Forecasting with a Random Walk Journal title: Finance a uver Authors: Pablo M. Pincheira, Carlos A. Medel Subject(s):
Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies Journal title: Journal of Banking and Financial Economics Authors: Fabio Comelli Subject(s):