Realized volatility forecasting in an international context
Year of publication: |
2015
|
---|---|
Authors: | Taylor, Nicholas |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 4/6, p. 503-509
|
Subject: | forecasting | realized volatility | international markets | spillover effects | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | Prognose | Forecast | Japan | Deutschland | Germany | Wechselkurs | Exchange rate |
-
Ciarreta, Aitor, (2017)
-
Forecasting and trading high frequency volatility on large indices
Liu, Fei, (2018)
-
Shiba, Sisa, (2023)
- More ...
-
Supporting Social Protection Systems
Samson, Michael J., (2015)
-
Time-varying price discovery in fragmented markets
Taylor, Nicholas, (2011)
-
Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market
Taylor, Nicholas, (2004)
- More ...