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A comparative study of range-based stock return volatility estimators for the German market
Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-586
Persistent link: https://www.econbiz.de/10010218787
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The intraday directional predictability of large Australian stocks : a cross-quantilogram analysis
Todorova, Neda - In: Economic modelling 64 (2017), pp. 221-230
Persistent link: https://www.econbiz.de/10011760907
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The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred; Todorova, Neda - In: The European journal of finance 21 (2015) 13/15, pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
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Overnight information flow and realized volatility forecasting
Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
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Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
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Implied volatility smirk and future stock returns : evidence from the German market
Mo, Di; Todorova, Neda; Gupta, Rakesh - In: Managerial finance 41 (2015) 12, pp. 1357-1379
Persistent link: https://www.econbiz.de/10011504242
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The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
Todorova, Neda; Souček, Michael - In: Economic modelling 36 (2014), pp. 332-340
Persistent link: https://www.econbiz.de/10010415483
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Realized volatility transmission : the role of jumps and leverage effects
Souček, Michael; Todorova, Neda - In: Economics letters 122 (2014) 2, pp. 111-115
Persistent link: https://www.econbiz.de/10010395278
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Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608
Persistent link: https://www.econbiz.de/10011642932