TY  - GEN
N2  - 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.
A1  - Kleen, Onno
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/28723/
ID  - heidok28723
KW  - Economic forecasting
KW  -  forecast evaluation
KW  -  volatility
KW  -  portfolio analysis
KW  -  GARCH-MIDAS
KW  -  low-volatility anomaly
AV  - public
CY  - Heidelberg
TI  - Three Essays on Volatility Forecasting and Forecast Evaluation
Y1  - 2020///
ER  -