Narrow search
Showing 1 - 10 of 200
Cover Image
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng; Liang, Chao; Zeng, Qing; Li, Haibo - In: Quantitative finance 21 (2021) 5, pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Cover Image
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Cover Image
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias; Nikitopoulos, Christina Sklibosios; … - In: Quantitative finance 24 (2024) 3/4, pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Cover Image
The volatility risk premium in the oil market
Bouchouev, Ilia; Johnson, Brett - In: Quantitative finance 22 (2022) 8, pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Cover Image
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark - In: Quantitative finance 19 (2019) 8, pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Cover Image
Forecasting crude oil prices : do technical indicators need economic constraints?
Wen, Danyan; He, Mengxi; Liu, Li; Zhang, Yaojie - In: Quantitative finance 22 (2022) 8, pp. 1545-1559
Persistent link: https://www.econbiz.de/10013367928
Cover Image
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Cover Image
Monetary policy and stock valuation : structural VAR identification and size effects
Kontonikas, Alexandros; Zekaite, Zivile - In: Quantitative finance 18 (2018) 5, pp. 837-848
Persistent link: https://www.econbiz.de/10011907951
Cover Image
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying; Chua, Wee Song; Härdle, Wolfgang - In: Quantitative finance 19 (2019) 9, pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Cover Image
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng; Guo, Meihui; Chen, May-Ru - In: Quantitative finance 20 (2020) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10012194855