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1
A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik
;
Ray, Rina
;
Ullrich, Carl J.
;
Veka, Steinar
; …
- In:
Finance research letters
16
(
2016
),
pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Forecasting
volatility
with interacting multiple models
Svec, Jiri
;
Katrak, Xerxis
- In:
Finance research letters
20
(
2017
),
pp. 245-252
Persistent link: https://www.econbiz.de/10011806940
Saved in:
5
Forecasting VaR using realized
EGARCH
model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
6
Macroeconomic attention and oil futures
volatility
prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
7
Cross-sectional uncertainty and stock market
volatility
: new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
Saved in:
8
Enhancing exchange rate
volatility
prediction accuracy : assessing the influence of different indices on the USD/CNY exchange rate
Luo, Tao
;
Zhang, Lixia
;
Sun, Huaping
;
Bai, Jiancheng
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631289
Saved in:
9
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
Saved in:
10
Can asymmetry, long memory, and current return information improve crude oil
volatility
prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
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