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What drives volatility of the US oil and gas firms?

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?

Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011896310

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

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

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) C, pp. 332-340

Intraday data of 26 German stocks are used to investigate whether the information contained in trading volume and number of trades as well as in various specifications of overnight returns can improve one-step-ahead volatility forecasts. For this purpose, a HAR model of the realized range...

Persistent link: https://www.econbiz.de/10011048839

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