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Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano; Velo, Gabriel G. - In: International review of economics & finance : IREF 40 (2015), pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
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Volatility forecast of stock indices by model averaging using high-frequency data
Wang, Chengyang; Nishiyama, Yoshihiko - In: International review of economics & finance : IREF 40 (2015), pp. 324-337
Persistent link: https://www.econbiz.de/10011573818
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran; Yu, Jize; Su, Yuquan; Wang, Lu - In: International review of economics & finance : IREF 84 (2023), pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
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Does climate policy uncertainty affect Chinese stock market volatility?
Chen, Zhonglu; Zhang, Li; Weng, Chen - In: International review of economics & finance : IREF 84 (2023), pp. 369-381
Persistent link: https://www.econbiz.de/10014364063
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Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua; Lu, Xinjie; Toan Luu Duc Huynh; Liang, Chao - In: International review of economics & finance : IREF 84 (2023), pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
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The role of the past long-run oil price changes in stock market
Wu, Shue-Jen - In: International review of economics & finance : IREF 84 (2023), pp. 274-291
Persistent link: https://www.econbiz.de/10014343124
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Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao; Sun, Huaping; Zhang, Lixia; Bai, Jiancheng - In: International review of economics & finance : IREF 89 (2024) 2, pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71
Persistent link: https://www.econbiz.de/10014446887