共 50 条
- [4] Scientific stochastic volatility models for the European energy market: forecasting and extracting conditional volatility JOURNAL OF RISK MODEL VALIDATION, 2012, 6 (04): : 17 - 66
- [6] ASYMMETRIC CONDITIONAL VOLATILITY MODELS: EMPIRICAL ESTIMATION AND COMPARISON OF FORECASTING ACCURACY ROMANIAN JOURNAL OF ECONOMIC FORECASTING, 2010, 13 (03): : 74 - 92
- [8] Forecasting volatility in financial markets ADVANCED MEASUREMENT AND TEST, PARTS 1 AND 2, 2010, 439-440 : 679 - +