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Adam Clements

机构信息待补充

0H指数
0论文数
1被引数
收录论文 15
发表时间
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Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis
errGLOBAL FINANCE JOURNAL
IF5.5
err2023-08-01
err0
PREAI
errWang, Ruolin; Basu, Anup; Clements, Adam
err分享
err收藏
A Practical Guide to harnessing the HAR volatility model
errJOURNAL OF BANKING & FINANCE
IF3.8
err2021-12-01
err29
errOAAI
errClements, Adam; Preve, Daniel P. A.
err分享
err收藏
Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility
errJOURNAL OF FORECASTING
IF2.7
err2021-06-07
err7
PREAI
errClements, Adam; Liao, Yin; Tang, Yusui
err分享
err收藏
Firm-specific information and systemic risk
errECONOMIC MODELLING
IF4.7
err2020-08-01
err4
PREAI
errClements, A. E.; Liao, Y.
err分享
err收藏
Which oil shocks really matter in equity markets?
errENERGY ECONOMICS
IF14.2
err2019-06-01
err35
errOAAI
errClements, Adam; Shield, Cody; Thiele, Stephen
err分享
err收藏
Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil
errENERGY ECONOMICS
IF14.2
err2019-06-01
err36
errOAAI
errAromi, Daniel; Clements, Adam
err分享
err收藏
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2018-10-01
err50
errOAAI
errMoisan, Stella; Herrera, Rodrigo; Clements, Adam
err分享
err收藏
An empirical investigation of herding in the US stock market
errECONOMIC MODELLING
IF4.7
err2017-12-01
err40
errOAAI
errClements, Adam; Hurn, Stan; Shi, Shuping
err分享
err收藏
Forecasting the variance of stock index returns using jumps and cojumps
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2017-07-01
err45
errOAAI
errClements, Adam; Liao, Yin
err分享
err收藏
Modelling interregional links in electricity price spikes
errENERGY ECONOMICS
IF14.2
err2015-09-01
err42
PREAI
errClements, A. E.; Herrera, R.; Hurn, A. S.
err分享
err收藏
Selecting volatility forecasting models for portfolio allocation purposes为投资组合配置选择波动率预测模型
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2015-07-01
err30
errOAAI
errBecker, R.; Clements, A. E.; Doolan, M. B.; Hurn, A. S.
err分享
err收藏
The jump component of S&P 500 volatility and the VIX index
errJOURNAL OF BANKING & FINANCE
IF3.8
err2009-06-01
err103
errOAAI
errBecker, Ralf; Clements, Adam E.; McClelland, Andrew
err分享
err收藏
Are combination forecasts of S&P 500 volatility statistically superior?
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2008-01-01
err61
PREAI
errBecker, Ralf; Clements, Adam E.
err分享
err收藏
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-08-01
err81
errOAAI
errBecker, Ralf; Clements, Adam E.; White, Scott I.
err分享
err收藏
Mobius-like mappings and their use in kernel density estimation类Mobius映射及其在核密度估计中的应用
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2003-12-01
err22
PREAI
errClements, A; Hurn, S; Lindsay, K
err分享
err收藏

研究方向

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合作学者
合作期刊
S
Stan Hurn
H 指数: 27 · 论文数: 210
S
Shuping Shi
H 指数: 26 · 论文数: 115
R
Ralf Becker
H 指数: 18 · 论文数: 101
K
K. A. Lindsay
H 指数: 17 · 论文数: 148
Y
Yin Liao
H 指数: 14 · 论文数: 74
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