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Aktienmarkt
High frequency
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high frequency
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Volatility
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Volatilität
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Empirical mode decomposition
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Estimation
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Theorie
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empirical mode decomposition
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Coronavirus
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COVID-19
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Welt
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forecasting
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Decomposition method
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Finanzmarkt
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Abu Sayeed, Mohammad
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Chan, Stephen
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Changqing, Luo
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Chu, Jeffrey
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Dungey, Mardi H.
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Ferreira, Paulo
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Gil-Alaña, Luis A.
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Huddleston, Dillon
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Huptas, Roman
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Jain, Pawan
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Jiang, Christine X.
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Jumoorty, Aneessa Firdaus
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Kang, Sang Hoon
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Lee, Jin
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Lee, Young Im
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Liu, Fred
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Liu, Lan
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Mensi, Walid
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Mohti, Wahbeeah
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Najand, Mohammad
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Narsoo, Jason
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Nekhili, Ramzi
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Shen, Jiancheng
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Shittu, Olanrewaju I.
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Stentoft, Lars
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Sulieman, Hana
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Sun, Licheng
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Thoplan, Ruben
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Wang, Da
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Xuan Vinh Vo
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International journal of finance & economics : IJFE
2
International Journal of Financial Studies : open access journal
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Journal of banking & finance
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Journal of economic research
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Journal of emerging market finance
1
Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Quantitative finance
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
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2
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
3
Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
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4
Analysis of spillover effects between stock market volatility and macroeconomic volatility using GARCH-MIDAS model
Lee, Young Im
;
Lee, Jin
- In:
Journal of economic research
23
(
2018
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10011904106
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5
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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6
High-frequency characterisation of Indian banking stocks
Abu Sayeed, Mohammad
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of emerging market finance
17
(
2018
),
pp. 213-238
Persistent link: https://www.econbiz.de/10011925530
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7
Stock return predictability and investor sentiment : a high-frequency perspective
Sun, Licheng
;
Najand, Mohammad
;
Shen, Jiancheng
- In:
Journal of banking & finance
73
(
2016
),
pp. 147-164
Persistent link: https://www.econbiz.de/10011635681
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8
Intraday market predictability : a machine learning approach
Huddleston, Dillon
;
Liu, Fred
;
Stentoft, Lars
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 485-527
Persistent link: https://www.econbiz.de/10014314759
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9
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
10
High frequency volatility forecasting : a new approach using a hybrid ANN-MC-GARCH model
Jumoorty, Aneessa Firdaus
;
Thoplan, Ruben
;
Narsoo, Jason
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4156-4175
Persistent link: https://www.econbiz.de/10014429300
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