Results 281 to 290 of about 507,052 (301)

Cryptocurrency Market Volatility Forecasting

Proceedings of the 2023 6th International Conference on Computers in Management and Business, 2023
openaire   +1 more source

Market Volatility and Models for Forecasting Volatility

This chapter delves into market volatility and its forecasting models in the dynamic financial landscape. It examines factors driving volatility, quantification approaches, and diverse models. From traditional to advanced models and deep learning techniques like RNNs, LSTMs, BiLSTMs, and GRUs, it enriches our understanding of market dynamics.
openaire   +1 more source

Realized volatility forecast with the Bayesian random compressed multivariate HAR model

International Journal of Forecasting, 2020
Jiawen Luo, Langnan Chen
exaly  

Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon

Journal of Empirical Finance, 1999
Tim Bollerslev, Torben G Andersen
exaly  

Forecasting Volatility I

2016
openaire   +1 more source

Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches

International Review of Economics and Finance, 2017
Steven Li, Langnan Chen
exaly  

Revenue volatility and forecast errors: evidence from Korean local governments

Local Government Studies, 2020
Sunjoo Kwak
exaly  

Quantile forecast combinations in realised volatility prediction

Journal of the Operational Research Society, 2019
Ekaterini Panopoulou, Spyridon Vrontos, Loukia Meligkotsidou   +2 more
exaly  

Volatility Forecast Based on the Hybrid Artificial Neural Network and GARCH-type Models

Procedia Computer Science, 2016
Guangxi Cao
exaly  

A study on the volatility forecast of the US housing market in the 2008 crisis

Applied Financial Economics, 2012
Kui-Wai Li
exaly