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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
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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
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Forecasting cryptocurrencies' price with the financial stress index : a graph neural network prediction strategy
Yin, Wei; Chen, Ziling; Luo, Xinxin; Kirkulak-Uludag, Berna - In: Applied economics letters 31 (2024) 7, pp. 630-639
Persistent link: https://www.econbiz.de/10014557817
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Analysis of investors' prediction potential using Holt Winters model and artificial neural networks
Dungore, Parizad Phiroze - In: Applied economics letters 29 (2022) 21, pp. 2032-2039
Persistent link: https://www.econbiz.de/10013552916
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
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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
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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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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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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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Long-memories and mean breaks in realized volatilities
Song, Hyejin; Shin, Dong-wan - In: Applied economics letters 22 (2015) 16/18, pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139