Similar Search Results

Avouyi-Dovi, Sanvi; Caulet, Renaud - 1995

Persistent link: https://www.econbiz.de/10000923490

Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748

Persistent link: https://www.econbiz.de/10011907914

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012815077

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is …

Persistent link: https://www.econbiz.de/10014480965

Pancotto, Francesca; Pericoli, Filippo Maria; … - In: Journal of forecasting 33 (2014) 4, pp. 243-258

Persistent link: https://www.econbiz.de/10010424817

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: The European journal of finance 27 (2021) 16, pp. 1626-1644

Persistent link: https://www.econbiz.de/10012872908

Ho, Tuan; Nguyen, Yen Ngoc; Parikh, Bhavik; Vo, Dinh-Tri - In: International review of financial analysis 72 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437428

Huang, Joshua; Serra, Teresa; García, Philip - In: European review of agricultural economics 47 (2020) 1, pp. 178-199

Persistent link: https://www.econbiz.de/10012153264

Pesaran, M. Hashem; Timmermann, Allan - 1992

Persistent link: https://www.econbiz.de/10000137149

Granger, Clive William John; Morgenstern, Oskar - 1970

Persistent link: https://www.econbiz.de/10000025286