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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
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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš - In: Journal of international financial markets, … 58 (2019), pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
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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
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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
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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
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What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter; Košťálová, Zuzana; Lyócsa, Štefan - In: Research in international business and finance 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012208218