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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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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Lyócsa, Štefan; Molnár, Peter; Fedorko, Igor - In: Finance a úvěr 66 (2016) 5, pp. 453-475
Persistent link: https://www.econbiz.de/10011582491
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The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš; … - In: Journal of economic dynamics & control 119 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503775
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Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan; Plíhal, Tomáš - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013464299