Results 281 to 290 of about 583,999 (299)

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

International Journal of Forecasting, 2021
Ing. Štefan Lyócsa, Tomáš Vyrost, Peter Molnár   +2 more
exaly  

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

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Tim Bollerslev, Torben Gustav Andersen, Francis X. Diebold   +2 more
exaly  

Forecasting volatility of the U.S. oil market

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

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

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

Forecasting Volatility I

2016
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  

Modeling and forecasting exchange rate volatility in time-frequency domain

European Journal of Operational Research, 2016
Jozef Baruník, Lukáš Vácha, Tomáš Křehlík   +2 more
exaly  

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

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

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

Energy Economics, 2019
Yaojie Zhang, Feng Ma
exaly