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~subject:"Realized volatility"
~language:"eng"
~isPartOf:"International review of economics & finance : IREF"
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Realized volatility
Volatility
26
Volatilität
26
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24
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24
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15
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15
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Ma, Feng
2
Bissoondoyal-Bheenick, Emawtee
1
Bouri, Elie
1
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1
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International review of economics & finance : IREF
Finance research letters
24
International journal of forecasting
22
Energy economics
18
Journal of econometrics
17
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14
Journal of empirical finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
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ECONIS (ZBW)
17
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1
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
2
Realized
volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
3
Liquidity and
realized
volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
5
Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Kundu, Srikanta
;
Paul, Amartya
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 597-612
Persistent link: https://www.econbiz.de/10013342636
Saved in:
6
Factor portfolio and target volatility management : an analysis of portfolio performance in the U.S. and China
Xiong, Haifang
;
Yang, Gaofei
;
Wang, Zhiqiang
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 493-517
Persistent link: https://www.econbiz.de/10013345748
Saved in:
7
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
8
Asymmetric relationship between order imbalance and
realized
volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
9
The
realized
volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
10
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:
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