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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~subject:"Volatility"
~subject:"forecasting"
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Volatility
forecasting
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374
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Pierdzioch, Christian
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Applied economics letters
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121
International journal of forecasting
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117
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100
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ECONIS (ZBW)
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1
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
6
High stakes, experts, and recency bias : evidence from a sports gambling contest
Metz, Neil
;
Jog, Chintamani
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2525-2529
Persistent link: https://www.econbiz.de/10014366700
Saved in:
7
Exchange rates forecasting and trend analysis after the COVID-19 outbreak : new evidence from interpretable machine learning
Su, Zhi
;
Cai, Xuanye
;
Wu, You
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2052-2059
Persistent link: https://www.econbiz.de/10014324871
Saved in:
8
Equity-premium prediction : attention is all you need
Lima, Luiz Renato
;
Lúcio Godeiro, Lucas
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014287928
Saved in:
9
Fiscal targets : a guide to forecasters?
Paredes, Joan
;
Pérez, Javier J.
;
Pérez-Quirós, Gabriel
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014288013
Saved in:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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