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https://doi.org/10.2139/ssrn.2754246

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/047001590xopenalex-extracted
Encyclopedia of Life Sciences
inferredcites →https://doi.org/10.1002/jae.1158openalex-extracted
Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models
inferredcites →https://doi.org/10.1002/jae.1177openalex-extracted
Forecast comparisons in unstable environments
inferredcites →https://doi.org/10.1002/jae.1234openalex-extracted
Realized GARCH: a joint model for returns and realized measures of volatility
inferredcites →https://doi.org/10.1007/978-3-540-71297-8_5openalex-extracted
Practical Issues in the Analysis of Univariate GARCH Models
inferredcites →https://doi.org/10.1016/b978-0-444-53683-9.00006-2openalex-extracted
Forecasting Stock Returns
inferredcites →https://doi.org/10.1016/j.jfineco.2012.07.002openalex-extracted
Market skewness risk and the cross section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2014.07.015openalex-extracted
Forecasting stock returns under economic constraints
inferredcites →https://doi.org/10.1016/j.jfineco.2016.03.004openalex-extracted
Short interest and aggregate stock returns
inferredcites →https://doi.org/10.1016/s0169-2070(96)00719-4openalex-extracted
Testing the equality of prediction mean squared errors
inferredcites →https://doi.org/10.1016/s0378-4266(02)00323-0openalex-extracted
The predictive power of implied volatility: Evidence from 35 futures markets
inferredcites →https://doi.org/10.1016/s1574-0706(05)01015-3openalex-extracted
Chapter 15 Volatility and Correlation Forecasting
inferredcites →https://doi.org/10.1080/07350015.2014.923776openalex-extracted
Implied Volatility Spreads and Expected Market Returns
inferredcites →https://doi.org/10.1080/07350015.2015.1087856openalex-extracted
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
inferredcites →https://doi.org/10.1093/acprof:oso/9780190241148.001.0001openalex-extracted
Asset Pricing and Portfolio Choice Theory
inferredcites →https://doi.org/10.1093/jjfinec/nbu012openalex-extracted
Bond Returns and Market Expectations
inferredcites →https://doi.org/10.1093/rfs/13.3.585openalex-extracted
A Closed-Form GARCH Option Valuation Model
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-extracted
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1111/0022-1082.00205openalex-extracted
Investing for the Long Run when Returns Are Predictable
inferredcites →https://doi.org/10.1111/1368-423x.11003openalex-extracted
Bayesian inference on GARCH models using the Gibbs sampler
inferredcites →https://doi.org/10.1111/j.1467-937x.2005.00353.xopenalex-extracted
Time Varying Structural Vector Autoregressions and Monetary Policy
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04793.xopenalex-extracted
Predicting Volatility in the Foreign Exchange Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02689.xopenalex-extracted
On the Predictability of Stock Returns: An Asset‐Allocation Perspective
inferredcites →https://doi.org/10.1111/jofi.12121openalex-extracted
Sequential Learning, Predictability, and Optimal Portfolio Returns
inferredcites →https://doi.org/10.1198/073500106000000332openalex-extracted
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
inferredcites →https://doi.org/10.1257/002205103765762743openalex-extracted
Forecasting Volatility in Financial Markets: A Review
inferredcites →https://doi.org/10.2139/ssrn.1108905openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1480332openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1533475openalex-extracted
Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility
inferredcites →https://doi.org/10.2139/ssrn.185376openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1944052openalex-extracted
Do Return Prediction Models Add Economic Value?
inferredcites →https://doi.org/10.2139/ssrn.1993289openalex-extracted
Implied Volatility Spreads and Expected Market Returns
inferredcites →https://doi.org/10.2139/ssrn.210009openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2186574openalex-extracted
Forecasting Stock Returns Under Economic Constraints
inferredcites →https://doi.org/10.2139/ssrn.2474930openalex-extracted
Aggregate Short Interest and Return Predictability
inferredcites →https://doi.org/10.2139/ssrn.352960openalex-extracted
inferredcites →https://doi.org/10.2307/1392185openalex-extracted
Comparing Predictive Accuracy
inferredcites →https://doi.org/10.2307/2329417openalex-extracted
inferredcites →https://doi.org/10.3386/w10117openalex-extracted
A Multiple Indicators Model for Volatility Using Intra-Daily Data
inferredcites →https://doi.org/10.3386/w4997openalex-extracted
On the Predictability of Stock Returns: An Asset-Allocation Perspective
inferredcites →https://doi.org/10.3982/ecta6248openalex-extracted
The Impact of Uncertainty Shocks

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1002/fut.22516openalex-snapshot
Modeling and forecasting stock return volatility using the HARGARCH model with VIX information
inferred← citeshttps://doi.org/10.1016/j.ijforecast.2016.07.005openalex-snapshot
Quantile regression forecasts of inflation under model uncertainty
inferred← citeshttps://doi.org/10.1080/00207543.2025.2526169openalex-snapshot
A novel hybrid approach to contraceptive demand forecasting: integrating point predictions with probabilistic distributions
inferred← citeshttps://doi.org/10.2139/ssrn.5354138openalex-snapshot
Market Timing Under Moment Conditions
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