Narrow search
Showing 1 - 10 of 148
Cover Image
Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Cover Image
The longer-horizon predictability of German stock market volatility
Raunig, Burkhard - In: International journal of forecasting 22 (2006) 2, pp. 363-372
Persistent link: https://www.econbiz.de/10003315669
Cover Image
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Cover Image
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel; Medeiros, Marcelo C. - In: International journal of forecasting 25 (2009) 2, pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Cover Image
Predicting stock volatility using after-hours information : evidence from the NASDAQ actively traded stocks
Chen, Chun-Hung; Yu, Wei-choun; Zivot, Eric - In: International journal of forecasting 28 (2012) 2, pp. 366-383
Persistent link: https://www.econbiz.de/10009581923
Cover Image
Forecasting global equity market volatilities
Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Cover Image
Multivariate volatility forecasts for stock market indices
Wilms, Ines; Rombouts, Jeroen V. K.; Croux, Christophe - In: International journal of forecasting 37 (2021) 2, pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Cover Image
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan; Molnár, Peter; Výrost, Tomáš - In: International journal of forecasting 37 (2021) 3, pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Cover Image
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Cover Image
Improved recession dating using stock market volatility
Huang, Yu-Fan; Startz, Richard - In: International journal of forecasting 36 (2020) 2, pp. 507-514
Persistent link: https://www.econbiz.de/10012415194