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An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
Nonejad, Nima - In: Finance research letters 47 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013553686
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Global tail risk and oil return predictability
Qian, Lihua; Zeng, Qing; Lu, Xinjie; Ma, Feng - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
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Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
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Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian; Hadina, Jelena; Haugom, Erik; Lien, … - In: Finance research letters 58 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
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Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili; Zhong, Juandan - In: Finance research letters 60 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
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Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor; Tiwari, Aviral Kumar; Shahbaz, Muhammad; … - In: Finance research letters 30 (2019), pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
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Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 35 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
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Global economic policy uncertainty and oil futures volatility prediction
Zhao, Ling - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
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Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina; Yang, Hao; Zhai, Jia; Zhang, Xiaotao - In: Finance research letters 55 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014473015