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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.; Otunuga, Olusegun Michael; Tang, Biyan - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
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Fan charts in era of big data and learning
Baruník, Jozef; Hanus, Luboš - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
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Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu; Wang, Xiaona - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil; Österholm, Pär - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
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Investment dynamics and forecast : mind the frequency
Kilponen, Juha; Verona, Fabio - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013478763
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Modeling and forecasting firm-specific volatility : the role of asymmetry and long-memory
González-Pla, Francisco; Lovreta, Lidija - In: Finance research letters 48 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013463084
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A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin; Tao, Yunqing; Zou, Kai - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
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Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014304842