List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The role of high-frequency intra-daily data, daily range and implied volatility in multi-period value-at-risk forecasting Journal of Forecasting | 2018-10-11 | Paper |
| scientific article; zbMATH DE number 2130848 (Why is no real title available?) | 2005-01-25 | Paper |
| scientific article; zbMATH DE number 1911043 (Why is no real title available?) | 2003-07-14 | Paper |
| Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting Signal Processing | 1999-04-28 | Paper |
Research outcomes over time
This page was built for person: A.-P. N. Refenes
