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~subject:"Realized volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"China finance review international"
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Realized volatility
Volatility
28
Volatilität
28
Forecasting model
18
Prognoseverfahren
18
Capital income
17
Kapitaleinkommen
17
Aktienmarkt
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Gupta, Rangan
3
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2
Pierdzioch, Christian
2
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2
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2
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1
Chang, Xiaoming
1
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1
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1
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1
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1
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1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
China finance review international
Finance research letters
24
International journal of forecasting
22
Energy economics
18
International review of economics & finance : IREF
17
Journal of econometrics
17
Economic modelling
14
Journal of empirical finance
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Economics letters
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International review of financial analysis
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Physica A: Statistical Mechanics and its Applications
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Research in international business and finance
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Cowles Foundation Discussion Papers
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Department of Economics working paper series
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Energy Economics
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Global finance journal
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Journal of Empirical Finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NCER Working Paper Series
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Computational Statistics & Data Analysis
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Economic Modelling
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Economics Papers from University Paris Dauphine
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of Asian economics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
17
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1
Forecasting the
realized
volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
3
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
4
Does VPIN provide predictive information for
realized
volatility forecasting : evidence from Chinese stock index futures market
Wen, Conghua
;
Jia, Fei
;
Hao, Jianli
- In:
China finance review international
13
(
2023
)
2
,
pp. 285-303
Persistent link: https://www.econbiz.de/10014312403
Saved in:
5
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
6
Out-of-sample prediction of Bitcoin
realized
volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
7
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
8
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
9
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
Saved in:
10
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:
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