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A comparative study of range-based stock return volatility estimators for the German market

Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-586

Persistent link: https://www.econbiz.de/10010218787

Market expectations and option prices : evidence for the DAX 30

Husmann, Sven; Lubnau, Thorben; Todorova, Neda - In: International journal of economic perspectives : IJEP 6 (2012) 2, pp. 169-181

Persistent link: https://www.econbiz.de/10011587120

Technical trading with open interest : evidence from the German market

Lubnau, Thorben Manfred; Todorova, Neda - In: Applied financial economics 22 (2012) 10/12, pp. 791-809

Persistent link: https://www.econbiz.de/10009625082

The course of realized volatility in the LME non-ferrous metal market

Todorova, Neda - In: Economic modelling 51 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011475768

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

Financialization and De-Financialization of Commodity Futures : A Quantile Regression Approach

Bianchi, Robert - 2019

This study examines the relationship between commodity futures and global stocks. For the first time, we examine the financialization of commodity futures by employing a quantile regression approach. From 2004-2013, we confirm a strong degree of dependence in energy commodities with moderate...

Persistent link: https://www.econbiz.de/10012897786

Financialization and de-financialization of commodity futures: a quantile regression approach

Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012300938

Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645

Persistent link: https://www.econbiz.de/10012415313

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401

Persistent link: https://www.econbiz.de/10013342033