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~subject:"Realized volatility"
~subject:"Kapitaleinkommen"
~type_genre:"Conference paper"
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Realized volatility
Kapitaleinkommen
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6
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Castel-Branco, Tiago
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1
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1
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Journal of Asian economics
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ECONIS (ZBW)
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1
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
2
Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso
;
Castel-Branco, Tiago
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
Saved in:
3
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
4
On the predictability of
realized
volatility using feasible GLS
Bentes, Sonia R.
;
Menezes, Rui
- In:
Journal of Asian economics
28
(
2013
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010400866
Saved in:
5
Central bank intervention and exchange rate volatility : evidence from Japan using
realized
volatility
Cheng, Ai-ru
;
Das, Kuntal K.
;
Shimatani, Takeshi
- In:
Journal of Asian economics
28
(
2013
),
pp. 87-98
Persistent link: https://www.econbiz.de/10010405810
Saved in:
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