Narrow search
Showing 1 - 10 of 60
Cover Image
Identifying events in financial time series : a new approach with bipower variation
Andor, György; Bohák, András - In: Finance research letters 22 (2017), pp. 42-48
Persistent link: https://www.econbiz.de/10011807956
Cover Image
A note on the Gumbel convergence for the Lee and Mykland jump tests
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro - In: Finance research letters 59 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014445402
Cover Image
Financial inclusion and firm growth in ASEAN-5 countries : a new evidence using threshold regression
Rosmah Nizam; Zulkefly Abdul Karim; Tamat Sarmidi; … - In: Finance research letters 41 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013336232
Cover Image
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Cover Image
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Cover Image
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu; Hou, Xinmeng - In: Finance research letters 30 (2019), pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Cover Image
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Cover Image
Realized GARCH models : simpler is better
Xie, Haibin; Yu, Chengtan - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430955
Cover Image
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
Cover Image
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