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The role of uncertainty index in forecasting volatility of Bitcoin : fresh evidence from GARCH-MIDAS approach
Xia, Yufei; Sang, Chong; He, Lingyun; Wang, Ziyao - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472258
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Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
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Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina; Yang, Hao; Zhai, Jia; Zhang, Xiaotao - In: Finance research letters 55 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014473015
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Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang; Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
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The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan; Zhang, Yaqi; Chen, Zhonglu; Li, Yan - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
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Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian; Li, Liang - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
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Predicting natural gas futures' volatility using climate risks
Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
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Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
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Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market
Lu, Xinjie; Lang, Qiaoqi - In: Finance research letters 55 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014473350
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Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak; Kambouroudis, Dimos; McMillan, David G. - In: Finance research letters 55 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014473523