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Measuring volatility with the...
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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
Saved in:
2
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
3
Benchmarking liquidity proxies : the case of EU sovereign bonds
Langedijk, Sven
;
Monokroussos, George
;
Papanagiotou, …
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 321-329
Persistent link: https://www.econbiz.de/10012033770
Saved in:
4
Gold, oil, and stocks : dynamic correlations
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 186-201
Persistent link: https://www.econbiz.de/10011625108
Saved in:
5
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
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6
Volatility forecast of stock indices by model averaging using high-frequency data
Wang, Chengyang
;
Nishiyama, Yoshihiko
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 324-337
Persistent link: https://www.econbiz.de/10011573818
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7
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Dai, Zhifeng
;
Zhu, Haoyang
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 421-450
Persistent link: https://www.econbiz.de/10014246725
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8
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 81-94
Persistent link: https://www.econbiz.de/10013334544
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9
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
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10
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
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