Concepedia

Leonardo Morales‐Arias

LM

Statistics

Publications

5

Citations

130

H-Index

5

Active since

2010

Affiliations

Kiel Institute for the World Economy(Current)

Universität Hamburg

Bank of Spain

Christian-Albrechts-Universität zu Kiel

Leonardo Morales‐Arias is an author at Kiel Institute for the World Economy specializing in time series forecasting, economics, and finance.

Publications per year

2010–2014

5

Publications

5

Forecasting volatility under fractality, regime-switching, long memory and student- innovations

Thomas Lux, Leonardo Morales‐Arias · Computational Statistics & Data Analysis · 2010 · 46 citations

, , +14

Adaptive forecasting of exchange rates with panel data

Leonardo Morales‐Arias, Guilherme V. Moura · International Journal of Forecasting · 2013 · 30 citations

, , +16

Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility

Thomas Lux, Leonardo Morales‐Arias, Cristina Sattarhoff · Journal of Forecasting · 2014 · 25 citations

, , +17

Relative forecasting performance of volatility models: Monte Carlo evidence

Thomas Lux, Leonardo Morales‐Arias · Quantitative Finance · 2013 · 16 citations

, , +17

A Markov-switching multifractal approach to forecasting realized volatility

Thomas Lux, Leonardo Morales‐Arias, Cristina Sattarhoff · Econstor (Econstor) · 2011 · 13 citations · Full text

, , +17

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