Source Themes | Onno Kleen https://onnokleen.com/tag/source-themes/ Source Themes Source Themes Academic (https://sourcethemes.com/academic/)en-us© Onno Kleen, 2026.Fri, 19 Apr 2024 00:00:00 +0000 https://onnokleen.com/images/icon_hu17379476442904948675.png Source Themes https://onnokleen.com/tag/source-themes/ Scaling and measurement error sensitivity of scoring rules for distribution forecasts https://onnokleen.com/publication/measurement-error/ Fri, 19 Apr 2024 00:00:00 +0000 https://onnokleen.com/publication/measurement-error/ Equity options and firm characteristics https://onnokleen.com/publication/ivs_forest/ Mon, 30 Jan 2023 00:00:00 +0000 https://onnokleen.com/publication/ivs_forest/ Analyzing intraday financial data in R: The highfrequency package https://onnokleen.com/publication/highfrequency/ Wed, 26 Oct 2022 00:00:00 +0000 https://onnokleen.com/publication/highfrequency/ A forest full of risk forecasts for managing volatility https://onnokleen.com/publication/forest-har/ Wed, 13 Jul 2022 00:00:00 +0000 https://onnokleen.com/publication/forest-har/ Volatility forecasting for low-volatility investing https://onnokleen.com/publication/low_vola/ Sun, 10 Jul 2022 00:00:00 +0000 https://onnokleen.com/publication/low_vola/ Robust inference for mixed-frequency analysis https://onnokleen.com/publication/midas-inference/ Wed, 01 Jun 2022 00:00:00 +0000 https://onnokleen.com/publication/midas-inference/ Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models https://onnokleen.com/publication/garch-midas/ Fri, 28 Feb 2020 00:00:00 +0000 https://onnokleen.com/publication/garch-midas/ <p>A preliminary version of this paper circulated unter the title &ldquo;On the Statistical Properties of Multiplicative GARCH Models&rdquo; (University of Heidelberg, Department of Economics, Discussion Paper No. 613, see <a href="https://www.uni-heidelberg.de/md/awi/forschung/dp613.pdf" target="_blank" rel="noopener">https://www.uni-heidelberg.de/md/awi/forschung/dp613.pdf</a>)</p>