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Overnight information flow and realized volatility forecasting
Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
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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
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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
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
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Forecasting intraday volume : comparison of two early models
Szűcs, Balázs Árpád - In: Finance research letters 21 (2017), pp. 249-258
Persistent link: https://www.econbiz.de/10011807797
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Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
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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
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Do short-term market swings improve realized volatility forecasts?
Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Finance research letters 58 (2023) 4, pp. 1-10
Persistent link: https://www.econbiz.de/10014632688
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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014239966