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Onno Kleen
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Jahr
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
C Conrad, O Kleen
Journal of Applied Econometrics, 2020
127*2020
Analyzing Intraday Financial Data in R: The highfrequency Package
K Boudt, O Kleen, E Sjørup
Journal of Statistical Software 104, 1-36, 2022
92022
A Forest Full of Risk Forecasts for Managing Volatility
O Kleen, A Tetereva
Available at SSRN 4161957, 2022
62022
mfGARCH: Mixed-Frequency GARCH Models
O Kleen
R package, URL https://cran.r-project.org/web/packages/mfGARCH/, 2018
42018
Scaling and Measurement Error Sensitivity of Scoring Rules for Distribution Forecasts
O Kleen
Available at SSRN 3476461, 2021
3*2021
alfred: Downloading time series from ALFRED database for various vintages
O Kleen
R-Package, URL https://cran.r-project.org/web/packages/alfred/alfred.pdf, 2017
32017
Equity Options and Firm Characteristics
G Freire, O Kleen
Available at SSRN 4342597, 2023
22023
Volatility forecasting for low-volatility investing
C Conrad, O Kleen, R Lönn
Available at SSRN 4158925, 2022
12022
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