Skip to contents

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

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

    Articles
    View online
    Schließen
    Close

    Bookmarks

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

    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

    Articles
    View online
    Schließen
    Close

    Bookmarks

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

    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

    Articles
    View online
    Schließen
    Close

    Bookmarks

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

    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

    Articles
    View online
    Schließen
    Close

    Bookmarks

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

    2024

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

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

    Stock return predictability and variance risk premia around the ZLB

    Books
    View online
    Schließen
    Close

    Bookmarks

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

    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

  17. 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

    Books
    View online
    Schließen
    Close

    Bookmarks

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

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

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

  20. Pyrlik, Vladimir [Author]; Elizarov, Pavel [Author]; Leonova, Aleksandra [Author]

    Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market)

    Books
    View online
    Schließen
    Close

    Bookmarks

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

    Prague: Charles University, Center for Economic Research and Graduate Education, Noember 2021

    Published in: Centrum pro Ekonomický Výzkum a Postgradualní Vzdělávání: Working paper series ; 713