Search Results - Mazzeu, João Henrique G.

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    A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

    A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities by Mazzeu, João Henrique G., González-Rivera, Gloria, Ruiz, Esther, Veiga, Helena

    Published in Econometric reviews
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    Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models

    Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models by Turatti, Douglas Eduardo, Mendes, Fernando Henrique de Paula e Silva, Mazzeu, João H. G.

    Published in Journal of forecasting
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