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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
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The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min; Lee, Chien-chiang; Choo, Wei Chong - In: Applied economics 53 (2021) 22, pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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Stock market volatility modeling and forecasting with a special reference to BSE sensex
Malepati, Venkataramanaiah; Challa, Madhavi Latha; … - In: Research in finance 35 (2019), pp. 105-118
Persistent link: https://www.econbiz.de/10012228119
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Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - In: International review of economics & finance : IREF 45 (2016), pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Forecasting stock market volatility in India : using linear and non-linear models
Srinivasan, Kaliyaperumal; Deo, Malabika - In: International journal of economic perspectives : IJEP 4 (2010) 4, pp. 617-622
Persistent link: https://www.econbiz.de/10011587796
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Forecasting global stock market implied volatility indices
Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
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Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
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Evaluating volatility forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai; De Mello, Lurion; Sadeghi, Mehdi - In: Theoretical economics letters 8 (2018) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
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Forecasting the volatilities of the Nigeria stock market prices
Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45
years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …
Persistent link: https://www.econbiz.de/10011843540