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~subject:"Volatility"
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Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun
;
Qiao, Gaoxiu
- In:
Applied economics
53
(
2021
)
19
,
pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
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2
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
3
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
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