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Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng - In: Economic modelling 67 (2017), pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
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Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 90 (2020), pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
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A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi; Chen, Yi-chun - In: Economic modelling 35 (2013), pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
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Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Economic modelling 40 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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Volatility forecasting using high frequency data : evidence from stock markets
Çelik, Sibel; Ergin, Hüseyin - In: Economic modelling 36 (2014), pp. 176-190
Persistent link: https://www.econbiz.de/10010412371
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A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li; Wan, Jieqiu - In: Economic modelling 29 (2012) 6, pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
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Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374
Persistent link: https://www.econbiz.de/10011641058