Results 291 to 299 of about 525,958 (299)

Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility

Global Business Review, 2010
Raj S Dhankar
exaly  

A Comparison of Conditional Predictive Ability of Implied Volatility and Realized Measures in Forecasting Volatility

Journal of Forecasting, 2020
Yafeng Shi, Tingting Ying, Chunrong Ai
exaly  

Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets

Economic Modelling, 2014
Baumohl Eduard, Štefan Lyócsa
exaly  

Modelling Return and Conditional Volatility Exposures in Global Stock Markets

Review of Quantitative Finance and Accounting, 2006
Michael McKenzie, Robert W. Faff, Charlie Cai   +2 more
exaly  

Dynamic Relations of Uncertainty Expectations: A Conditional Assessment of Implied Volatility Indices

Review of Derivatives Research, 2013
Athanasios P Fassas
exaly  

Combining Conditional Volatility Forecasts Using Neural Networks: An Application to the EMS Exchange Rates

Journal of International Financial Markets, Institutions and Money, 1999
Michael Y Hu
exaly  

Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence From India

Asia-Pacific Financial Markets, 2015
Jyoti Kumari
exaly  

Conditional Volatility Targeting Strategy Considering Jump Effects: Evidence From Sustainable ESG Equity Index

Pacific-Basin Finance Journal
Sharon S Yang, Hung-Wen Cheng
exaly  

Essays on conditional volatility in asset returns

1994
openaire   +1 more source