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Search: subject:"Realized volatility"
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Realized volatility
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ECONIS (ZBW)
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1
Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China
Wang, Ziwei
;
Li, Youwei
;
He, Feng
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549831
Saved in:
2
What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter
;
Košťálová, Zuzana
;
Lyócsa, Štefan
- In:
Research in international business and finance
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
Saved in:
3
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
4
The one-trading-day-ahead forecast errors of intra-day
realized
volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
Saved in:
5
Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
30
(
2014
),
pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
Saved in:
6
Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
27
(
2013
),
pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
Saved in:
7
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
8
Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna
;
Eliza, Wu
- In:
Research in international business and finance
26
(
2012
)
3
,
pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
Saved in:
9
The Benefits of Bagging for Forecast Models of
Realized
Volatility
Hillebrand, Eric
;
Medeiros, Marcelo
- In:
Econometric Reviews
29
(
2010
)
5-6
,
pp. 571-593
This article shows that bagging can improve the forecast accuracy of time series models for
realized
volatility
. We …
Persistent link: https://www.econbiz.de/10008691629
Saved in:
10
Realized
Volatility
and Long Memory: An Overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric Reviews
27
(
2008
)
1-3
,
pp. 1-9
) volatility, stochastic volatility and
realized
volatility
(RV), numerous univariate volatility models of individual financial …
Persistent link: https://www.econbiz.de/10005292316
Saved in:
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