Results 241 to 250 of about 5,992 (265)

Oil price volatility forecasting: Threshold effect from stock market volatility

Technological Forecasting and Social Change, 2022
Gaoxiu Qiao, Feipeng Zhang
exaly  

Stock market volatility forecasting: Do we need high-frequency data?

International Journal of Forecasting, 2021
Stefan Lyocsa, Peter Molnár, Tomáš Vyrost   +2 more
exaly  

Forecasting stock price volatility: New evidence from the GARCH-MIDAS model

International Journal of Forecasting, 2020
Feng Ma
exaly  

Cryptocurrency Volatility Forecasting Using Commonality in Intraday Volatility

SSRN Electronic Journal, 2023
Emmanuel Djanga, Mihai Cucuringu, Chao Zhang 0118   +2 more
openaire   +1 more source

The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models

International Review of Economics and Finance, 2021
Jihong Xiao, Fenghua Wen, Xiong Wang
exaly  

Forecasting volatility of Bitcoin

Research in International Business and Finance, 2022
Peter Molnár, Michał Polasik
exaly  

Chapter 15 Volatility and Correlation Forecasting

Handbook of Economic Forecasting, 2006
Torben G Andersen, Tim Bollerslev, Peter F Christoffersen   +2 more
exaly  

Forecasting volatility of the U.S. oil market

Journal of Banking and Finance, 2014
Erik Haugom, Peter Molnár, Sjur Westgaard   +2 more
exaly  

Forecasting Volatility I

2016
openaire   +1 more source

Cryptocurrency Market Volatility Forecasting

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