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~accessRights:"restricted"
~person:"Lyócsa, Štefan"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Search: subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Volatility
18
Volatilität
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8
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8
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8
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Lyócsa, Štefan
Gupta, Rangan
65
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31
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26
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19
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18
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18
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11
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1
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
2
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
3
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
4
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
5
Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
36
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
Saved in:
6
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
7
Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
Saved in:
8
Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman
;
Lyócsa, Štefan
;
Baumöhl, Eduard
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 391-412
Persistent link: https://www.econbiz.de/10012244328
Saved in:
9
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Saved in:
10
Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Lyócsa, Štefan
;
Baumöhl, Eduard
- In:
Economic systems
39
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011527515
Saved in:
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