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International journal of forecasting
Journal of forecasting
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ECONIS (ZBW)
1,617
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1
Forecasting the
volatility
of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
2
A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100
Brooks, Chris
;
Rew, Alistair G.
;
Ritson, Stuart
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10001549774
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Density forecasting for the efficient balancing of the generation and consumption of electricity
Taylor, James W.
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 707-724
Persistent link: https://www.econbiz.de/10003385855
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