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Volatility modeling and forecasting of Istanbul Gold Exchange (IGE)

Gencer, Gaye Hatice; Musoglu, Zafer - In: International journal of financial research 5 (2014) 2, pp. 87-101

Persistent link: https://www.econbiz.de/10010442903

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

Conditional heteroskedasticity in the volatility of asset returns

Ding, Yashuang - 2021

Persistent link: https://www.econbiz.de/10013262866

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

Forecasting implied volatility in foreign exchange markets : a functional time series approach

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18

Persistent link: https://www.econbiz.de/10012244257

Forecasting foreign exchange markets using Google trends : prediction performance of competing models

Wilcoxson, Jordan; Follett, Lendie; Severe, Sean - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 412-422

Persistent link: https://www.econbiz.de/10012312346

Time series prognostication models applied to the US dollar and the Japanes yen

Arize, Augustine Chuck; Berendt, Charles J.; … - In: The international journal of finance 27 (2015) 4, pp. 501-516

Persistent link: https://www.econbiz.de/10011718643

An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 34-55

Persistent link: https://www.econbiz.de/10011583531

Cointegration, error correction and exchange rate forecasting

Moosa, Imad A.; Vaz, John J. - In: Journal of international financial markets, … 44 (2016), pp. 21-34

Persistent link: https://www.econbiz.de/10011690363

Forecasting exchange rates : the time-varying relationship between exchange rates and Taylor rule fundamentals

Haskamp, Ulrich - 2017

literature was found to have promising forecasting abilities, it is possible to further improve the performance if the … coefficient adjustment. With this calibration of the Kalman filter model the short-term out-ofsample forecasting accuracy can be …

Persistent link: https://www.econbiz.de/10011700704

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