Results 291 to 300 of about 507,052 (301)

Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models

Finance Research Letters, 2020
Guiwu Wei, Chao Liang
exaly  

An efficient estimate and forecast of the implied volatility surface: A nonlinear Kalman filter approach

Economic Modelling, 2016
Shenghong Li
exaly  

Volatility forecast of country ETF: The sequential information arrival hypothesis

Economic Modelling, 2015
Mei-Ping Chen, Chien-Chiang Lee
exaly  

Volatility Forecasts

2005
openaire   +1 more source

Using neural networks to forecast the S&P 100 implied volatility

Neurocomputing, 1996
Mary Malliaris
exaly  

Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors

Journal of Applied Statistics, 2016
Stavros Degiannakis, Alexandra Livada
exaly  

Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction

Journal of Forecasting, 2015
Alessandra Amendola, Giuseppe Storti
exaly  

Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market*

Asia-Pacific Journal of Financial Studies, 2012
exaly  

Nonlinearity and forecast performance of realized volatility

Communications in Statistics Case Studies Data Analysis and Applications
Daiki Maki
exaly  

The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference

International Review of Financial Analysis
Gazi Salah Uddin
exaly