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1
K-factor GARMA models for intraday
volatility
forecasting
Bisaglia, Luisa
;
Bordignon, Silvano
;
Lisi, Francesco
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
Saved in:
2
Factor-augmented HAR model improves realized
volatility
forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
3
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:
4
Financial stress and oil market
volatility
: new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
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
Predicting stock price movements : regressions versus economists
Söderlind, Paul
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 869-874
Persistent link: https://www.econbiz.de/10003996953
Saved in:
7
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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8
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
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9
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
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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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