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  1. Zhuo, Yue [Author]; Morimoto, Takayuki [Author]

    A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

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    2024

    Published in: Risks ; 12(2024), 1 vom: Jan., Artikel-ID 12, Seite 1-16

  2. Peng, Weijia [Author]; Yao, Chun [Author]

    Co-jumps, co-jump tests, and volatility forecasting : Monte Carlo and empirical evidence

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 8 vom: Juli, Artikel-ID 334, Seite 1-21

  4. Ben El Hadj Said, Imene [Author]; Slim, Skander [Author]

    The dynamic relationship between investor attention and stock market volatility : international evidence

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 2 vom: Feb., Artikel-ID 66, Seite 1-25

  11. Kristjanpoller Rodríguez, Werner [Author]

    A hybrid econometrics and machine learning based modeling of realized volatility of natural gas

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    2024

    Published in: Financial innovation ; 10(2024), Artikel-ID 45, Seite 1-32

  12. Harris, David [Author]; Martin, Gael M. [Author]; Perera, Indeewara [Author]; Poskitt, Donald Stephen [Author]

    Construction and visualization of optimal confidence sets for frequentist distributional forecasts

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    Victoria: Monash University, Department of Econometrics and Business Statistics, August 2017

    Published in: Monash University: Working paper ; 2017,09

  17. Ogawa, Toshiaki [Author]; Ubukata, Masato [Author]; Watanabe, Toshiaki [Author]

    Stock return predictability and variance risk premia around the ZLB

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    Tokyo, Japan: Institute for Monetary and Economic Studies, Bank of Japan, July 2020

    Published in: Nihon Ginkō: IMES discussion paper series / Englische Ausgabe ; 2020,09

  19. Higashide, Takuo [Author]; Tanaka, Katsuyuki [Author]; Kinkyō, Takuji [Author]; Hamori, Shigeyuki [Author]

    New dataset for forecasting realized volatility : is the Tokyo stock exchange co-location dataset helpful for expansion of the heterogeneous autoregressive model in the Japanese stock market?

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 5 vom: Mai, Artikel-ID 215, Seite 1-18