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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~person:"Lyócsa, Štefan"
~subject:"Volatility"
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Lyócsa, Štefan
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International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
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Finance research letters
1
International review of economics & finance : IREF
1
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Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
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2
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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