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Forecasting sovereign CDS VOLA...
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Showing
1
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10
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date (oldest first)
1
Modeling CAC40
volatility
using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
2
Investigating
volatility
transmission across international equity markets using multivariate fractional models
Saâdaoui, Foued
;
Ghadhab, Imen
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
Saved in:
3
Modeling the dependence structure between default risk premium, equity return
volatility
and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
4
Volatility
forecasting : combinations of realized
volatility
measures and forecasting models
Xiao, Linlan
;
Boasson, Vigdis
;
Shishlenin, Sergey
; …
- In:
Applied economics
50
(
2018
)
13
,
pp. 1428-1441
Persistent link: https://www.econbiz.de/10011848748
Saved in:
5
A
volatility
-based single parameter Loss Given Default model
Yang, Hank
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
Saved in:
6
CDS inferred stock
volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
7
Intraday
volatility
interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
8
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
9
The role of news-based implied
volatility
among US financial markets
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
Economics letters
157
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
Saved in:
10
The
predictability
,
volatility
persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
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