Skip to contents

  1. Alenezy, Abdullah H. [Author]; Mohd Tahir Ismail [Author]; Sadam Al-Wadi [Author]; Jaber, Jamil J. [Author]

    Predicting stock market volatility using MODWT with HyFIS and FS.HGD models

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Risks ; 11(2023), 7 vom: Juli, Artikel-ID 121, Seite 1-16

  2. Solibakke, Per Bjarte [Author]

    Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2022

    Published in: International journal of computational economics and econometrics ; 12(2022), 1/2, Seite 197-221

  3. Nel, Jacobus [Author]; Gupta, Rangan [Author]; Wohar, Mark E. [Author]; Pierdzioch, Christian [Author]

    Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Pretoria, South Africa: Department of Economics, University of Pretoria, [2022]

    Published in: Department of Economics working paper series ; 2022,42

  4. Feldkircher, Martin [Author]; Huber, Florian [Author]; Kastner, Gregor [Author]

    Sophisticated and small versus simple and sizeable : when does it pay off to introduce drifting coefficients

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Wien: Vienna University of Economics and Business, January 2018

    Published in: Wirtschaftsuniversität Wien: Department of Economics working paper ; 260

  5. Dettling, Marcel [Author]; Bühlmann, Peter [Author]

    Volatility and risk estimation with linear and nonlinear methods based on high frequency data

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), 2001

    Published in: Research Report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), 96

  6. Ulrich, Maxim [Author]; Zimmer, Lukas [Author]; Merbecks, Constantin [Author]

    Implied volatility surfaces : a comprehensive analysis using half a billion option prices

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Review of derivatives research ; 26(2023), 2/3 vom: Okt., Seite 135-169

  7. Salisu, Afees A. [Author]; Ogbonna, Ahamuefula Ephraim [Author]; Gupta, Rangan [Author]; Bouri, Elie [Author]

    Energy-related uncertainty and international stock market volatility

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Pretoria, South Africa: Department of Economics, University of Pretoria, [2023]

    Published in: Department of Economics working paper series ; 2023,36

  8. Bouri, Elie [Author]; Salisu, Afees A. [Author]; Gupta, Rangan [Author]

    The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Financial innovation ; 9(2023), 1, Artikel-ID 62, Seite 1-22

  9. Bouri, Elie [Author]; Salisu, Afees A. [Author]; Gupta, Rangan [Author]

    Bitcoin prices and the realized volatility of US sectoral stock returns

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Pretoria, South Africa: Department of Economics, University of Pretoria, [2022]

    Published in: Department of Economics working paper series ; 2022,24