Results 61 to 70 of about 6,227 (165)

Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network

, 2023
Youssra Bakkali, Mhamed EL Merzguioui, Abdelhadi Akharif, Abdellah Azmani   +3 more
openalex   +1 more source

Application of Realized Volatility Matrix in Asset Allocation Problems – Based on China's Stock Market UHF Data

, 2015
Shuran Zhao, Yuxiao Zhao
openalex   +1 more source

Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets

Energies
In this study, we investigate the heterogeneity in energy and non-energy commodities by analyzing their four realized moments: returns, realized volatility, realized skewness and realized kurtosis.
Dimitrios Vortelinos, Angeliki Menegaki, Ioannis Passas, Alexandros Garefalakis, Georgios Viskadouros   +4 more
doaj   +1 more source

Realized Volatility

, 2008
Torben G. Andersen, Luca Benzoni
openalex   +1 more source

Forecasting Exchange Rate Realized Volatility; An Amalgamation Approach

, 2022
Ioannis Souropanis, Ekaterini Panopoulou, Antonis Alexandridis   +2 more
openalex   +1 more source

Expected and Realized Returns on Volatility

, 2020
Guanglian Hu, Kris Jacobs
openalex   +1 more source

Jakarta Islamic Index Stock Volatility and Forecasting Using Realized GARCH Model

, 2021
Muhammad Faturrahman Aria Bisma, Faizul Mubarok   +1 more
openalex   +1 more source

Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects [PDF]

, 2023
Chao Zhang, Xingyue Pu, Mihai Cucuringu, Xiaowen Dong   +3 more
openalex   +1 more source

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

, 2017
Rim mname Lamouchi, Russell mname Davidson, Ibrahim mname Fatnassi, Abderazak Ben mname Maatoug   +3 more
openalex   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source