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Handbook of Economic Forecasting : volume 2, part A
Elliott, Graham - 2013
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...
Persistent link: https://www.econbiz.de/10011493543
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How do the volatilities of rates depend on their level? : the "universal relationship" revisited
Rebonato, Riccardo; El Aouadi, Amir - In: The journal of fixed income : JFI 30 (2021) 4, pp. 17-31
Persistent link: https://www.econbiz.de/10012517177
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Volatility targeting : it's complicated!
Mylnikov, George - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 57-74
Persistent link: https://www.econbiz.de/10012613443
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Firm-specific industries, volatility, and return : a text-based network industrial classification approach
Abdoh, Hussein - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 184-196
Persistent link: https://www.econbiz.de/10012613452
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Mutual funds herding behavior, sentiment, and market volatility
Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107
Persistent link: https://www.econbiz.de/10012613519
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Statistical and economic performance of combination methods for forecasting crude oil price volatility
Fameliti, Stavroula P.; Skintzi, Vasiliki D. - In: Applied economics 54 (2022) 26, pp. 3031-3054
Persistent link: https://www.econbiz.de/10013171183
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Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98
Persistent link: https://www.econbiz.de/10012486044
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The bitcoin VIX and its variance risk premium
Alexander, Carol; Imeraj, Arben - In: The journal of alternative investments : JAI 23 (2021) 4, pp. 84-109
Persistent link: https://www.econbiz.de/10012503289
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Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
Zhang, B.; Wang, J.; Zhang, W.; Wang, G. C. - In: Computational economics 56 (2020) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10012272040
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Good volatility, bad volatility, and option pricing
Feunou, Bruno; Okou, Cédric - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 695-727
Persistent link: https://www.econbiz.de/10012138931