Similar Search Results - EconBiz

European business cycles and stock return predictability

Zhu, Yanjian; Zhu, Xiaoneng - In: Finance research letters 11 (2014) 4, pp. 446-453

Persistent link: https://www.econbiz.de/10011300431

Cross-sectional uncertainty and stock market volatility : new evidence

Lu, Fei; Ma, Feng - In: Finance research letters 57 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014513322

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

Model Averaging in Risk Management with an Application to Futures Markets

Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - 2021

This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the … management. Evaluation of volatility models is then considered and a simple Value-at-Risk (VaR) diagnostic test is proposed for …

Persistent link: https://www.econbiz.de/10013316571

Forecasting realized gold volatility : is there a role of geopolitical risks?

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438328

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745

Crude oil volatility forecasting : new evidence from world uncertainty index

Yao, Zhigang; Liu, Yao - In: Finance research letters 58 (2023) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10014584782

Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023

Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - In: Finance research letters 58 (2023) 3, pp. 1-9

Persistent link: https://www.econbiz.de/10014631146

Jumps and gold futures volatility prediction

Li, Xiaoqian; Ma, Xiaoqi - In: Finance research letters 58 (2023) 3, pp. 1-5

Persistent link: https://www.econbiz.de/10014631150

Predicting gold volatility : exploring the impact of extreme risk in the international commodity market

Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014631292

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