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~subject:"Forecasting model"
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Forecasting model
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Molnár, Peter
25
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1
Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr
;
Małecka, Marta
;
Molnár, Peter
- In:
Economic modelling
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015191454
Saved in:
2
Forecasting volatility of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
Saved in:
3
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
4
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
5
Google searches and stock returns
Bijl, Laurens
;
Kringhaug, Glenn
;
Molnár, Peter
; …
- In:
International review of financial analysis
45
(
2016
),
pp. 150-156
Persistent link: https://www.econbiz.de/10011581956
Saved in:
6
Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Lyócsa, Štefan
;
Molnár, Peter
;
Fedorko, Igor
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011582491
Saved in:
7
Electricity consumption modelling : a case of Germany
Do, Linh Phuong Catherine
;
Lin, Kuan-Heng
;
Molnár, Peter
- In:
Economic modelling
55
(
2016
),
pp. 92-101
Persistent link: https://www.econbiz.de/10011642469
Saved in:
8
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Saved in:
9
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
10
Can policy and financial risk predict stock markets?
Helseth, Marius Aleksander Emblem
;
Krakstad, Svein Olav
; …
- In:
Journal of economic behavior & organization : JEBO
176
(
2020
),
pp. 701-719
Persistent link: https://www.econbiz.de/10012431737
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