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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
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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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How volatile are East Asian stocks during high volatility periods?
Bautista, Carlos C. - In: Applied economics letters 12 (2005) 5, pp. 319-326
Persistent link: https://www.econbiz.de/10002753381
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What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao; Diao, Xundi; Chen, Yixiang - In: Applied economics letters 23 (2016) 16/18, pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
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A change in the time-varying correlation between oil prices and the stock market
Jones, Paul; Collins, Luke - In: Applied economics letters 26 (2019) 7, pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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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
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Implied correlation indices and volatility forecasting
Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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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
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Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs; Licht, Adrian - In: Applied economics letters 29 (2022) 2, pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra; Rajib, Prabina - In: Applied economics letters 18 (2011) 4/6, pp. 567-574
Persistent link: https://www.econbiz.de/10009233520