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The Impact of Stock Market Lib...
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International journal of forecasting
Finance research letters
955
NBER working paper series
751
Working paper / National Bureau of Economic Research, Inc.
726
Energy economics
719
International review of financial analysis
716
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616
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600
International review of economics & finance : IREF
571
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551
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506
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498
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484
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469
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453
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450
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434
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383
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
156
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156
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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
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:
3
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
Saved in:
4
Asymmetric effects and long memory in the
volatility
of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Saved in:
5
Predicting stock
volatility
using after-hours information : evidence from the NASDAQ actively traded stocks
Chen, Chun-Hung
;
Yu, Wei-choun
;
Zivot, Eric
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 366-383
Persistent link: https://www.econbiz.de/10009581923
Saved in:
6
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
Saved in:
7
Multivariate
volatility
forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
8
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
Saved in:
9
The impact of sentiment and attention measures on stock market
volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
10
Improved recession dating using stock market
volatility
Huang, Yu-Fan
;
Startz, Richard
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 507-514
Persistent link: https://www.econbiz.de/10012415194
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