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Time Series Volatility Forecas...
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196
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101
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101
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:
102
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
Saved in:
103
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
Saved in:
104
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
Saved in:
105
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
Saved in:
106
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
Saved in:
107
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
Saved in:
108
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
Saved in:
109
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
Saved in:
110
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
Saved in:
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