Narrow search
Showing 1 - 10 of 661
Cover Image
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Cover Image
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Cover Image
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Cover Image
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Cover Image
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Cover Image
Detecting stock market manipulation via machine learning : evidence from China Securities Regulatory Commission punishment cases
Liu, Qingbai; Wang, Chuanjie; Zhang, Ping; Zheng, Kaixin - In: International review of financial analysis 78 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013252477
Cover Image
Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Cover Image
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo; Wang, Chenlu; Zhang, Hongwei - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Cover Image
Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Cover Image
The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173