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Pierdzioch, Christian
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767
The journal of economic perspectives : EP ; a journal of the American Economic Association
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1,114
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1
Effect of uncertainty on U.S. stock returns and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
2
Forecasting the realized
volatility
: the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
3
A forecast comparison of
volatility
models using realized
volatility
: evidence from the Bitcoin market
Hattori, Takahiro
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
Saved in:
4
Do intraday data contain more information for
volatility
forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
5
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
6
Forecasting stock market
volatility
using implied
volatility
: evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
7
The information content of Chinese
volatility
index for
volatility
forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
8
Realized
volatility
forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
9
International stock return predictability : on the role of the United States in bad and good times
Siliverstovs, Boriss
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 771-773
Persistent link: https://www.econbiz.de/10011714201
Saved in:
10
Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
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