Narrow search
Showing 1 - 10 of 305,545
Cover Image
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Cover Image
Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
Cover Image
The higher moments of future earnings
Chang, Woo-Jin; Monahan, Steven J.; Ouazad, Amine; … - In: The accounting review : a publication of the American … 96 (2021) 1, pp. 91-116
Persistent link: https://www.econbiz.de/10012439364
Cover Image
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Cover Image
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014304985
Cover Image
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Cover Image
Forecasting and trading high frequency volatility on large indices
Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Cover Image
A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression
Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16
vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is … giving different weights to each model. In particular, four volatility models are used in RV forecasting as basic models. For …
Persistent link: https://www.econbiz.de/10014480965
Cover Image
Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Cover Image
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam; Liao, Yin - 2013
Persistent link: https://www.econbiz.de/10009789511