%0 Generic
%A Kleen, Onno
%C Heidelberg
%D 2020
%F heidok:28723
%K Economic forecasting, forecast evaluation, volatility, portfolio analysis, GARCH-MIDAS, low-volatility anomaly
%R 10.11588/heidok.00028723
%T Three Essays on Volatility Forecasting and Forecast Evaluation
%U https://archiv.ub.uni-heidelberg.de/volltextserver/28723/
%X The three main chapters of this dissertation are self-contained research articles that can be read independently from each other. They all focus on forecasting with financial and macroeconomic data. The analyses in Chapter 1 and 2 are joint works with Christian Conrad. Both focus on forecasting volatility for financial markets. In Chapter 1, we address aggregate stock market volatility and in Chapter 2 stock-specific volatility for investment decisions. Chapter 3 is single-authored and, in contrast to the other two chapters, focuses on the evaluation of distribution forecasts.