Search Results - "Clements, Adam"

Predicting directional volatility: HAR model with machine learning integration.

Authors: Xie, Xiaodu Clements, Adam

Source: Applied Economics Letters. Apr2026, Vol. 33 Issue 7, p961-969. 9p.

Lyme myocarditis with third-degree heart block successfully treated with an early transition from IV ceftriaxone to oral doxycycline-case report.

Authors: Clements, Adam G. Miller, Mercedes Myszka, Brittany

Source: European Journal of Medical Case Reports. 2022, Vol. 6 Issue 5, p84-86. 3p.

Forecast combination puzzle in the HAR model.

Authors: Clements, Adam Vasnev, Andrey L

Source: Journal of Forecasting. Jan2024, Vol. 43 Issue 1, p118-137. 20p.

Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.

Authors: Clements, Adam Liao, Yin Tang, Yusui

Source: Journal of Forecasting. Jan2022, Vol. 41 Issue 1, p86-99. 14p.

Investor Herding Behaviour During Financial Crises: A Comparative Study.

Authors: Varshney, Ajay Kumar Srimathi, T. Singh, Ankita et al.

Source: Advances in Consumer Research. 2025, Vol. 2 Issue 4, p4568-4577. 10p.

Combining multivariate volatility forecasts using weighted losses.

Authors: Clements, Adam Doolan, Mark Bernard

Source: Journal of Forecasting. Jul2020, Vol. 39 Issue 4, p628-641. 14p.

The Business Cycle's Impact on Volatility Forecasting: Recapturing Intrinsic Jump Components.

Authors: Chen, Son-Nan Hsu, Pao-Peng

Source: Risks. Nov2025, Vol. 13 Issue 11, p221. 17p.

A marked point process model for intraday financial returns: modeling extreme risk.

Authors: Herrera, Rodrigo Clements, Adam

Source: Empirical Economics. Apr2020, Vol. 58 Issue 4, p1575-1601. 27p. 1 Diagram, 10 Charts, 1 Graph.

Volatility-dependent correlations: further evidence of when, where and how.

Authors: Clements, Adam Scott, Ayesha Silvennoinen, Annastiina

Source: Empirical Economics. Aug2019, Vol. 57 Issue 2, p505-540. 36p. 16 Charts, 7 Graphs.

A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns.

Authors: Becker, Ralf Clements, Adam O’Neill, Robert

Source: Econometrics (2225-1146). Mar2018, Vol. 6 Issue 1, p7. 27p.

Semi-Parametric Forecasting of Realized Volatility.

Authors: Becker, Ralf Clements, Adam E. Hurn, Stan

Source: Studies in Nonlinear Dynamics & Econometrics. May2011, Vol. 15 Issue 3, Special section p1-21. 23p.

Investor Psychology in the Bangladesh Equity Market: An Examination of Herding Behavior Across Diverse Market States.

Authors: Haque, Muhammad Enamul Imam, Mahmood Osman

Source: Risks. Apr2025, Vol. 13 Issue 4, p78. 29p.

The Effect of Transmission Constraints on Electricity Prices.

Authors: Clements, Adam E. Hurn, A. Stan Zili Li

Source: Energy Journal. Jul2017, Vol. 38 Issue 4, p145-163. 19p.

Do common volatility models capture cyclical behaviour in volatility?

Authors: Clements, Adam Collet, Jérôme

Source: Applied Financial Economics. Apr2008, Vol. 18 Issue 7, p599-604. 6p. 4 Charts, 1 Graph.

BULLETIN of the South Carolina Academy of Science: Volume XCIV 2022.

Source: Journal of the South Carolina Academy of Science. Fall2022, Vol. 20 Issue 2, p1-164. 164p.

Aggregate News Sentiment and Stock Market Returns in India.

Authors: Chari, Sushant Desai, Purva Hegde Borde, Nilesh et al.

Source: Journal of Risk & Financial Management. Aug2023, Vol. 16 Issue 8, p376. 18p.

Heterogeneity Analysis of the Stock Markets: The Case of Borsa Istanbul.

Alternate Title: Hisse Senetleri Piyasalarında Heterojenlik Analizi: Borsa İstanbul Örneği.

Authors: BOZKUŞ, Sezer KAHYAOĞLU, Hakan

Source: Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi. Mar2020 Special issue, Vol. 15, p170-179. 10p.

Portfolios under Different Methods and Scenarios: A Case of Fiji's South Pacific Stock Exchange.

Authors: Kumar, Ronald Ravinesh Stauvermann, Peter Josef

Source: Journal of Risk & Financial Management. Dec2022, Vol. 15 Issue 12, p549. 27p.

The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets.

Authors: Alam, Md. Kausar Tabash, Mosab I. Billah, Mabruk et al.

Source: Journal of Risk & Financial Management. Aug2022, Vol. 15 Issue 8, p352-352. 20p.

Volatility Transmission across Financial Markets: A Semiparametric Analysis.

Authors: Kolaiti, Theoplasti Mboya, Mwasi Sibbertsen, Philipp

Source: Journal of Risk & Financial Management. Aug2020, Vol. 13 Issue 8, p1-13. 13p. 1 Chart.