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Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
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A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris - In: Journal of forecasting 20 (2001) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
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Predicting stock index volatility : can market volume help?
Brooks, Chris - In: Journal of forecasting 17 (1998) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
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Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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Which factors drive Bitcoin volatility : macroeconomic, technical, or both?
Wang, Jiqian; Ma, Feng; Bouri, Elie; Guo, Yangli - In: Journal of forecasting 42 (2023) 4, pp. 970-988
Persistent link: https://www.econbiz.de/10014292892