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  • Search: person:"Jayawardena, Nirodha I."
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Year of publication
Subject
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Forecasting 3 Forecasting model 3 Overnight volatility 3 Prognoseverfahren 3 Time series analysis 3 Volatility 3 Volatilität 3 Zeitreihenanalyse 3 ARCH model 2 ARCH-Modell 2 Australia 2 Australien 2 Börsenhandel 2 Börsenkurs 2 Capital income 2 Estimation 2 Kapitaleinkommen 2 Schätzung 2 Share price 2 Stock exchange trading 2 Australian Securities Exchange (ASX) 1 CFVAR model 1 Cointegration 1 Economic significance 1 Estimation theory 1 High frequency 1 High frequency data 1 Japan 1 Kointegration 1 Lunch break 1 Realised volatility 1 Realized volatility 1 Schätztheorie 1 Tokyo stock exchange 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Jayawardena, Nirodha I. 3 Li, Bin 3 Su, Jen-je 3 Todorova, Neda 3 Gau, Yin-feng 1
Published in...
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Economic modelling 2 International review of economics & finance : IREF 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
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Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 90 (2020), pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
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Cover Image
Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
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