Showing items related by title, author, creator and subject.

• pi-football: A Bayesian network model for forecasting Association Football match outcomes 

  Constantinou, AC; Fenton, NE; Neil, M (2012-12)

• A Study Of Stock Volatility In The Context Of Factor Volatility Models For Large Datasets: Factor Analysis And Forecasting 

  Lui, Sze Wai Silvia (2007)

  This thesis is a study of stock volatility adopting two factor volatility models for large datasets: the orthogonal GARCH model and the stochastic volatility factor model. An application is made to the constituent stocks ...

• Essays on Forecasting and Volatility Modelling 

  Dias, Gustavo Fruet (Queen Mary University of London, 2013-06)

  This thesis contributes to four distinct fields on the econometrics literature: forecasting macroeconomic variables using large datasets, volatility modelling, risk premium estimation and iterative estimators. As a ...