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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

Spread trading strategies in the crude oil futures market

Lubnau, Thorben - 2014

This article explores whether common technical trading strategies used in equity markets can be employed profitably in the markets for WTI and Brent crude oil. The strategies tested are Bollinger Bands, based on a mean-reverting hedge portfolio of WTI and Brent. The trading systems are tested...

Persistent link: https://www.econbiz.de/10010345566

Technical trading with open interest : evidence from the German market

Lubnau, Thorben Manfred; Todorova, Neda - In: Applied financial economics 22 (2012) 10/12, pp. 791-809

Persistent link: https://www.econbiz.de/10009625082

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

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

The course of realized volatility in the LME non-ferrous metal market

Todorova, Neda - In: Economic modelling 51 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011475768

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

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

Financialization and de-financialization of commodity futures: a quantile regression approach

Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012300938

Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401

Persistent link: https://www.econbiz.de/10013342033