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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
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A source of unbiased implied volatility forecasts
Feinstein, Steven Phillip - 1988
Persistent link: https://www.econbiz.de/10000987043
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Exploring new ways to forecast stock return volatilities
Chen, An-sing - 1994
Persistent link: https://www.econbiz.de/10000915944
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Studies on equity market behavior : volatility, predictability and integration
Marathe, Achla - 1994
Persistent link: https://www.econbiz.de/10000916122
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Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John - 1995
Persistent link: https://www.econbiz.de/10000921523
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202
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The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084