Results 321 to 330 of about 1,459,377 (344)

Cryptocurrency Volatility Forecasting Using Commonality in Intraday Volatility

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

Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants

International Review of Financial Analysis, 2023
Yijun Wang
exaly  

Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach

Journal of Forecasting, 2020
Feng Ma, Chao Liang, Yuanhui Ma, M. Wahab   +3 more
semanticscholar   +1 more source

Forecasting Volatility in Financial Markets: A Review

Journal of Economic Literature, 2003
Ser-Huang Poon
exaly   +2 more sources

Forecasting Volatility I

2016
openaire   +1 more source

Forecasting volatility of the U.S. oil market

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

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

Energy Economics, 2019
Feng, Yaojie Zhang
exaly  

Implied volatility forecasting

2007
Soosung Hwang, Stephen E. Satchell
openaire   +1 more source

Volatility Forecasts

2005
openaire   +1 more source

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