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1
Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko
;
Sakurai, Yuji
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
Saved in:
2
Forecasting intraday
volatility
and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
3
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
Saved in:
4
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
Saved in:
5
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:
6
Value at risk forecasting for
volatility
index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
7
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
8
Idiosyncratic
volatility
and global equity markets
Grobys, Klaus
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
Saved in:
9
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
10
Event-study
volatility
and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
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