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~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of forecasting"
~person:"Degiannakis, Stavros"
~person:"Gozgor, Giray"
~person:"Hammoudeh, Shawkat"
~person:"Liao, Yin"
~person:"Lyócsa, Štefan"
~person:"Tang, Xiaolong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Attention"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Degiannakis, Stavros
Gozgor, Giray
Hammoudeh, Shawkat
Liao, Yin
Lyócsa, Štefan
Tang, Xiaolong
Yin, Libo
Yoon, Seong-min
Wang, Yudong
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International journal of forecasting
Journal of commodity markets
Journal of forecasting
Energy economics
29
Finance research letters
13
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11
International review of financial analysis
9
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ECONIS (ZBW)
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1
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
2
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
Saved in:
3
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
5
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
6
Volatility forecasting for crude oil based on text information and deep learning PSO-LSTM model
Jiao, Xingrui
;
Song, Yuping
;
Kong, Yang
;
Tang, Xiaolong
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 933-944
Persistent link: https://www.econbiz.de/10013287887
Saved in:
7
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
8
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
9
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
10
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
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