Results 251 to 260 of about 5,992 (265)

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

Using neural networks for forecasting volatility of S&P 500 Index futures prices

Journal of Business Research, 2004
Zahid Iqbal
exaly  

Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets

Energy Economics, 2019
Feng Ma, Yaojie Zhang
exaly  

Modeling and forecasting exchange rate volatility in time-frequency domain

European Journal of Operational Research, 2016
Józef Barunik, Tomáš Krehlik, Lukas Vacha   +2 more
exaly  

Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks

European Financial Management, 2020
Dehua Shen, Andrew Urquhart, Pengfei Wang   +2 more
exaly  

The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market

Finance Research Letters, 2016
Xingguo Luo
exaly  

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling

Journal of Business and Economic Statistics, 2012
Fulvio Corsi, Roberto Reno
exaly  

Volatility Forecasts

2005
openaire   +1 more source

Forecasting volatility of wind power production

Applied Energy, 2016
Zhiwei Shen, Matthias Ritter
exaly  

Forecasting exchange rate volatility using high-frequency data: Is the euro different?

International Journal of Forecasting, 2011
Georgios Chortareas, Ying Jiang, John C Nankervis   +2 more
exaly