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Forecasting the realized volatility in the Chinese stock market : further evidence

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Forecasting REIT volatility with high-frequency data : a comparison of alternative methods

Zhou, Jian - In: Applied economics 49 (2017) 26, pp. 2590-2605

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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations

Bauwens, Luc; Xu, Yongdeng - In: International journal of forecasting 39 (2023) 2, pp. 938-955

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Financial volatility modeling with option-implied information and important macro-factors

Yfanti, Stavroula; Karanasos, Menelaos - In: Journal of the Operational Research Society 73 (2022) 9, pp. 2129-2149

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Volatility estimation and forecasts based on price durations

Hong, Seok Young; Nolte, Ingmar; Taylor, Stephen; Zhao, … - In: Journal of financial econometrics 21 (2023) 1, pp. 106-144

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Conditional and unconditional intraday value-at-risk models : an application to high-frequency tick-by-tick exchange-traded fund data

Nunkoo, Houmera Bibi Sabera; Sookia, Noor Ul Hacq; … - In: Journal of risk : JOR 26 (2023) 2, pp. 1-31

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Volatility measurement with pockets of extreme return persistence

Andersen, Torben; Li, Yingying; Todorov, Viktor; Zhou, Bo - In: Journal of econometrics 237 (2023) 2,3, pp. 1-27

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High-frequency data and stock-bond investing

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Forecasting stock prices of fintech companies of India using random forest with high-frequency data

Meher, Bharat Kumar; Manohar Singh; Birau, Ramona; … - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-10

The fintech segment is currently one of the most rapidly growing industries, attracting numerous investors who anticipate substantial returns in the future. Notably, not only individual retail investors but also mutual fund agencies are actively engaged in predicting stock prices within this...

Persistent link: https://www.econbiz.de/10014518757

On forecasting by extrapolation

Lehbert, Ben - 1963

Persistent link: https://www.econbiz.de/10000596237