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ECONIS (ZBW)
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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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2
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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3
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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4
NoVaS transformations : flexible inference for volatility forecasting
Politis, Dimitris N.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003782415
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5
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
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