Results 71 to 80 of about 6,227 (165)

Quantum Reservoir Computing for Realized Volatility Forecasting [PDF]

Qingyu Li, Chiranjib Mukhopadhyay, Abolfazl Bayat, Ali Habibnia   +3 more
openalex   +1 more source

Realized Wavelet Jump-GARCH Model: Can Wavelet Decomposition of Volatility Improve its Forecasting?

, 2012
Jozef Baruník, Lukáš Vácha
openalex   +1 more source

Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS

, 2023
Thobekile Qabhobho
openalex   +2 more sources

Localized Realized Volatility Modeling

, 2010
Ying Chen, Wolfgang Karl Härdle, Uta Pigorsch   +2 more
openalex   +2 more sources

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]

PLoS One
Li JC, Guo J, Ma R, Zhong G.
europepmc   +1 more source

The Impact of Trust in Cryptocurrency Connectedness and Realized Volatility: Exploring the Role of Cybersecurity and Investor Sentiment

Xihui Haviour Chen, Provash Kumer Sarker, Chi Keung Marco Lau   +2 more
openalex   +1 more source

The Impact of SHFE's Night Trading Session on Volume and Realized Volatility of Aluminum and Copper Futures Markets

, 2018
Tony Klein, Neda Todorova
openalex   +1 more source

Does Decomposing Realized Volatility Help in Risk Prediction: Evidence from Chinese Mainland Stocks

, 2011
Yin Liao
openalex   +1 more source

Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]

PLoS One
Zeng J, Wu J.
europepmc   +1 more source

Forecast Evaluation in Large Cross-Sections of Realized Volatility

, 2020
Christis Katsouris
openalex   +1 more source