Results 301 to 310 of about 113,493 (310)

The VIX, the variance premium and stock market volatility

Journal of Econometrics, 2014
Geert Bekaert, Marie Hoerova
exaly  

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

Review of Economics and Statistics, 2007
Torben G Andersen
exaly  

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Energy Economics, 2012
Perry Sadorsky
exaly  

Volatility Forecasting Factors

Ingmar Nolte, Sandra Nolte (Lechner), Seok Young Hong, Marco Cinquetti   +3 more
openaire   +1 more source

15. Forecasting Volatility

2011
openaire   +1 more source

Volatility forecast comparison using imperfect volatility proxies

Journal of Econometrics, 2011
exaly  

Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility

Review of Economics and Statistics, 2015
exaly  

Forecasting volatility of UK Forecasting Volatility of UK natural gas futures

2008
Yaffee, Robert A, Heddy, Merrill, Westgard, Sjur, Hjemgaard, Kai, Bore, Bjorn Helge, Onoche, Joseph   +5 more
openaire   +1 more source

Forecasting good volatility and bad volatility

2007
openaire   +1 more source