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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 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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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 of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei; Tang, Wanqing; Liu, Xiao - In: Finance research letters 57 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
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The impact of ESG tilting on the performance of stock portfolios in times of crisis
Teti, Emanuele; Dallocchio, Maurizio; Erario, Gulio l - In: Finance research letters 52 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014472017
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Can microstructure noise explain the MAX effect?
Zhang, Xindong; Xie, Lixu; Zhai, Yue; Wang, Dong - In: Finance research letters 26 (2018), pp. 185-191
Persistent link: https://www.econbiz.de/10012005667
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The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo; Qin, Shihua; Ye, Zinan - In: Finance research letters 19 (2016), pp. 105-111
Persistent link: https://www.econbiz.de/10011657556
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Economic policy uncertainty and stock market volatility
Liu, Li; Zhang, Tao - In: Finance research letters 15 (2015), pp. 99-105
Persistent link: https://www.econbiz.de/10011552992