Results 51 to 60 of about 111,281 (343)
Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data
Studies in Business and Economics, 2019 Market Volatility has been investigated at great lengths, but the measure of historical volatility, referred to as the relative volatility, is inconsistent.
Alan Chow, Kyre Lahtinen
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The role of oil futures intraday information on predicting US stock market volatility
Journal of Management Science and Engineering, 2021 This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework. In-sample results indicate that oil futures intraday information is helpful to increase the predictability. Moreover,
Yusui Tang +3 more
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Modeling and forecasting exchange rate volatility in time-frequency domain [PDF]
, 2015 This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH with multiple time-frequency decomposed realized volatility measures, we study the influence of ...
Barunik, Jozef +2 more
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Measuring Volatility with the Realized Range [PDF]
SSRN Electronic Journal, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martens, M.P.E., van Dijk, D.J.C.
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RisksIf intraday price data are unavailable, then using daily returns to construct realized measures of the variances of lower-frequency returns is a natural substitute for using high-frequency returns in this context.
Chris Kirby
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Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [PDF]
مدلسازی اقتصادسنجی, 2018 Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research.
Esmaiel Abounoori, Mohammad Amin Zabol
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Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019 We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background B‐acute lymphoblastic leukemia (B‐ALL) is the most common pediatric cancer, and while most children in high‐resource settings are cured, therapy carries risks for long‐term toxicities. Understanding parents’ concerns about these late effects is essential to guide anticipatory support and inform evolving therapeutic approaches ...
Kellee N. Parker +7 more
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Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
FEBS Open Bio, EarlyView.This study addressed how a senior research thesis is perceived by undergraduate students. It assessed students' perception of research skills, epistemological beliefs, and career goals in Biochemistry (science) and BDC (science‐business) students. Completing a thesis improved confidence in research skills, resilience, scientific identity, closed gender‐
Celeste Suart +4 more
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