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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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Non-parametric quantile dependencies between volatility discontinuities and political risk
Gillas, Konstantinos Gkillas; Boako, Gideon; … - In: Finance research letters 32 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430652
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Intraday realised volatility forecasting and announcements
Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 88-118
Persistent link: https://www.econbiz.de/10011955197
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NoVaS transformations : flexible inference for volatility forecasting
Politis, Dimitris N. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003782415
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Introducing the GVAR-GARCH model : evidence from financial markets
Prelorentzos, Arsenios-Georgios N.; Konstantakis, … - In: Journal of international financial markets, … 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014494797