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Search: subject:"range volatility"
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Volatility
9
Volatilität
9
ARCH model
7
ARCH-Modell
7
Range volatility
5
Aktienmarkt
4
Börsenkurs
4
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4
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3
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3
CO2 emission allowances
2
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2
Heterogeneous investors
2
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2
Long-memory
2
Oil prices
2
Risiko
2
Risk
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Schätztheorie
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Shanghai Stock Exchange
2
Spillover effect
2
Spillover-Effekt
2
Trade volume
2
Volatility feedback
2
forecast assessment
2
quantile regression
2
realized range volatility
2
volatility quantiles and density forecasting
2
Air pollution
1
Aktienindex
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12
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10
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Caporin, Massimiliano
4
Bonaccolto, Giovanni
2
Koutmos, Dimitrios
2
Song, Wei
2
Velo, Gabriel G.
2
Alañón Pardo, Ángel
1
Brauneis, Alexander
1
Brzeszczyński, Janusz
1
Chatzikonstanti, Vasiliki
1
Demiralay, Sercan
1
Díaz-Mendoza, Ana-Carmen
1
Gencer, Hatice Gaye
1
Lau, Chi Keung
1
Qiao, Kenan
1
Reboredo, Juan C.
1
Reboredo, Juan Carlos
1
Sun, Yuying
1
Venetis, Ioannis A.
1
Wang, Shouyang
1
Yarovaya, Larisa
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
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Economic Modelling
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International review of economics & finance : IREF
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Quantitative finance
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Research in International Business and Finance
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Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
9
RePEc
3
EconStor
1
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Stock-commodity correlations, optimal hedging, and climate risks
Demiralay, Sercan
;
Gencer, Hatice Gaye
;
Brauneis, Alexander
- In:
The journal of futures markets
45
(
2025
)
10
,
pp. 1693-1716
Persistent link: https://www.econbiz.de/10015464908
Saved in:
2
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
3
The determinants of equity risk and their forecasting implications : a quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of risk and financial management : JRFM
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011543141
Saved in:
4
The determinants of equity risk and their forecasting implications: A quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of Risk and Financial Management
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011843273
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Modeling and forecasting realized
range
volatility
Caporin, Massimiliano
;
Velo, Gabriel G.
-
Dipartimento di Scienze Economiche "Marco Fanno", …
-
2011
In this paper, we estimate, model and forecast Realized
Range
Volatility
, a new realized measure and estimator of the …
Persistent link: https://www.econbiz.de/10009021695
Saved in:
7
Volatility spillovers across stock index futures in Asian markets : evidence from
range
volatility
estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
8
Realized
range
volatility
forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
9
Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki
;
Venetis, Ioannis A.
- In:
Journal of empirical finance
33
(
2015
),
pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
Saved in:
10
Speculative dynamics and price behavior in the Shanghai Stock Exchange
Koutmos, Dimitrios
;
Song, Wei
- In:
Research in international business and finance
31
(
2014
),
pp. 74-86
Persistent link: https://www.econbiz.de/10010434017
Saved in:
1
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