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EMPIRICAL LAWS OF A STOCK PRIC...
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Volatility
145
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Clements, Adam
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International journal of forecasting
Physica A: Statistical Mechanics and its Applications
663
Energy economics
640
Finance research letters
597
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
435
NBER Working Paper
416
Applied economics
384
Journal of banking & finance
376
International review of economics & finance : IREF
371
The journal of futures markets
361
Economic modelling
342
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
322
Applied economics letters
267
Applied financial economics
267
Journal of empirical finance
266
Research in international business and finance
262
Working paper
256
Economics letters
248
International journal of theoretical and applied finance
248
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
MPRA Paper
224
Journal of risk and financial management : JRFM
200
Discussion paper / Tinbergen Institute
198
Quantitative finance
193
Journal of financial economics
186
Pacific-Basin finance journal
175
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
CESifo working papers
172
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
161
International journal of finance & economics : IJFE
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
IMF working papers
150
Journal of economic dynamics & control
150
Journal of forecasting
131
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ECONIS (ZBW)
145
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145
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1
Can idiosyncratic
volatility
help forecast stock market
volatility
?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
2
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
3
MCMC methods for comparing stochastic
volatility
and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
4
The relationships between sentiment,
returns
and
volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Saved in:
5
The longer-horizon predictability of German stock market
volatility
Raunig, Burkhard
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 363-372
Persistent link: https://www.econbiz.de/10003315669
Saved in:
6
A new approach to characterizing and forecasting electricity price
volatility
Kam Fong Chan
;
Gray, Philip K.
;
Campen, Bart van
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 728-743
Persistent link: https://www.econbiz.de/10003808380
Saved in:
7
Optimal combinations of realised
volatility
estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
8
Joint modeling of call and put implied
volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
Saved in:
9
On forecasting daily stock
volatility
: the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
10
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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