E-LIB Suche - Ergebnisse für: Morales‐Arias, Leonardo

1

Forecasting Daily Variations of Stock Index Returns with a ..:

Lux, Thomas ; Morales‐Arias, Leonardo ; Sattarhoff, Cristina
Journal of Forecasting. 33 (2014) 7 - p. 532-541 , 2014

Link: https://doi.org/10.1002/..

2

A conditionally heteroskedastic global inflation model:

Morales‐Arias, Leonardo ; Moura, Guilherme V.
Journal of Economic Studies. 40 (2013) 4 - p. 572-596 , 2013

Link: https://doi.org/10.1108/..

3

Adaptive forecasting of exchange rates with panel data:

Morales-Arias, Leonardo ; Moura, Guilherme V.
International Journal of Forecasting. 29 (2013) 3 - p. 493-509 , 2013

Link: https://doi.org/10.1016/..

4

Relative forecasting performance of volatility models: Mont..:

Lux, Thomas ; Morales-Arias, Leonardo
Quantitative Finance. 13 (2013) 9 - p. 1375-1394 , 2013

Link: https://doi.org/10.1080/..

5

Forecasting volatility under fractality, regime-switching, ..:

Lux, Thomas ; Morales-Arias, Leonardo
Computational Statistics & Data Analysis. 54 (2010) 11 - p. 2676-2692 , 2010

Link: https://doi.org/10.1016/..

6

Forecasting volatility under fractality, regime-switching, ..

Kiel working paper ; 1532

Lux, Thomas ; Morales-Arias, Leonardo , 2009

Link: http://hdl.handle.net/10..

7

In-sample and out-of-sample properties of international sto..:

Herwartz, Helmut ; Morales-Arias, Leonardo
The European Journal of Finance. 15 (2009) 1 - p. 1-28 , 2009

Link: https://doi.org/10.1080/..

8

A Markov-switching multifractal approach to forecasting rea..:

Lux, Thomas ; Morales-Arias, Leonardo ; Sattarhoff, Cristina
Series: Kiel Working Paper. , 2011

Link: http://hdl.handle.net/10..

9

A conditionally heteroskedastic global inflation model:

Morales-Arias, Leonardo ; Moura, Guilherme V
Series: Kiel Working Paper. , 2010

Link: http://hdl.handle.net/10..

10

An empirical analysis of the relationship between US moneta..:

Herwartz, Helmut ; Morales-Arias, Leonardo
Series: Kiel Working Paper. , 2010

Link: http://hdl.handle.net/10..

11

Relative forecasting performance of volatility models: Mont..:

Lux, Thomas ; Morales-Arias, Leonardo
Series: Kiel Working Paper. , 2010

Link: http://hdl.handle.net/10..

12

Adaptive forecasting of exchange rates with panel data:

Morales-Arias, Leonardo ; Dross, Alexander
Series: Kiel Working Paper. , 2010

Link: http://hdl.handle.net/10..

13

Forecasting volatility under fractality, regime-switching, ..:

Lux, Thomas ; Morales-Arias, Leonardo
Series: Kiel Working Paper. , 2009

Link: http://hdl.handle.net/10..

14

International asset prices: empirical evidence:

Morales-Arias, Leonardo
https://nbn-resolving.org/urn:nbn:de:gbv:8-diss-37890. , 2009

Link: https://nbn-resolving.or..

15

A Markov-switching multifractal approach to forecasting rea..

Kiel working paper ; 1737

Lux, Thomas , 2011

Link: http://hdl.handle.net/10..