Forecasting volatility in the financial markets

被引：0
|
作者：
Nikolopoulos, K [1 ]
机构：
[1] Univ Lancaster, Sch Management, Lancaster Ctr Forecasting, Lancaster LA1 4YX, England
来源：
INTERNATIONAL JOURNAL OF FORECASTING | 2005年 / 21卷 / 02期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：394 / 394
页数：1
相关论文
共 50 条
  • [21] SURVEY OF VOLATILITY AND SPILLOVERS ON FINANCIAL MARKETS
    Kocenda, Evzen
    [J]. PRAGUE ECONOMIC PAPERS, 2018, 27 (03): : 293 - 305
  • [22] Neural Networks in Forecasting Financial Volatility
    Ge, Wenbo
    Lalbakhsh, Pooia
    Isai, Leigh
    Suominen, Hanna
    [J]. ADVANCES IN ARTIFICIAL INTELLIGENCE, AI 2023, PT I, 2024, 14471 : 178 - 189
  • [23] Forecasting Volatility and Tail Risk in Electricity Markets
    Naimoli, Antonio
    Storti, Giuseppe
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2021, 14 (07)
  • [24] Volatility forecasting in European government bond markets
    Ozbekler, Ali Gencay
    Kontonikas, Alexandros
    Triantafyllou, Athanasios
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2021, 37 (04) : 1691 - 1709
  • [25] The Cyclical Volatility of Labor Markets under Frictional Financial Markets
    Petrosky-Nadeau, Nicolas
    Wasmer, Etienne
    [J]. AMERICAN ECONOMIC JOURNAL-MACROECONOMICS, 2013, 5 (01) : 193 - 221
  • [26] Herding behaviour and volatility clustering in financial markets
    Schmitt, Noemi
    Westerhoff, Frank
    [J]. QUANTITATIVE FINANCE, 2017, 17 (08) : 1187 - 1203
  • [27] OPTIMAL PORTFOLIOS FOR FINANCIAL MARKETS WITH WISHART VOLATILITY
    Baeuerle, Nicole
    Li, Zejing
    [J]. JOURNAL OF APPLIED PROBABILITY, 2013, 50 (04) : 1025 - 1043
  • [28] Stock returns and volatility in emerging financial markets
    DeSantis, G
    Imrohoroglu, S
    [J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1997, 16 (04) : 561 - 579
  • [29] Volatility spillover shifts in global financial markets
    BenSaida, Ahmed
    Litimi, Houda
    Abdallah, Oussama
    [J]. ECONOMIC MODELLING, 2018, 73 : 343 - 353
  • [30] Dynamic equilibrium and volatility in financial asset markets
    Ait-Sahalia, Y
    [J]. JOURNAL OF ECONOMETRICS, 1998, 84 (01) : 93 - 127
12345