Pages that link to "Item:Q5952024"

The following pages link to Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024):

Displaying 29 items.

• A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
• Implied basket correlation dynamics (Q308412) (← links)
• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
• Implied and realized volatility: empirical model selection (Q470518) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (Q737260) (← links)
• A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
• A simple expected volatility (SEV) index: Application to SET50 index options (Q991169) (← links)
• Selecting the best forecasting-implied volatility model using genetic programming (Q1040021) (← links)
• Volatility in the stock market: ANN versus parametric models (Q2241108) (← links)
• Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785) (← links)
• Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
• An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
• Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
• Estimating GARCH models using support vector machines* (Q4647256) (← links)
• Equity portfolio diversification with high frequency data (Q4683074) (← links)
• VIX futures term structure and the expectations hypothesis (Q4991047) (← links)
• Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
• Forecasting market index volatility using Ross-recovered distributions (Q5068087) (← links)
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
• Stock volatility predictability in bull and bear markets (Q5139219) (← links)
• (Q5143373) (← links)
• Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
• Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
• Time-frequency information transmission among financial markets: evidence from implied volatility (Q6547073) (← links)
• Forecasting trading-session return volatility in Taiwan futures market: a periodic regime switching with jump approach (Q6563718) (← links)