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General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
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Forecasting global equity market volatilities
Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro - In: International journal of forecasting 37 (2021) 4, pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
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Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
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Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng; Wang, Jiqian; Wahab, M. I. M.; Ma, Yuanhui - In: International journal of forecasting 39 (2023) 4, pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355