volatility forecast Latest Research Papers

Bitcoin İçin Volatilite Tahmini: Simetrik ve Asimetrik Garch Modelleri İçin Ampirik Bir Uygulama (Volatility Forecast For Bitcoin: An Empirical Application for Symmetric And Asymmetric Garch Models)

Journal of Business Research - Turk ◽

10.20491/isarder.2021.1326 ◽

2021 ◽

Vol 4 (13) ◽

pp. 3346-3359

Author(s):

Ahmet Bülent Atasoy ◽

Gülfen Tuna

Keyword(s):

Garch Models ◽

Empirical Application ◽

Asymmetric Garch ◽

Volatility Forecast

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Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Journal of Forecasting ◽

10.1002/for.2844 ◽

2021 ◽

Author(s):

Ji‐Eun Choi ◽

Dong Wan Shin

Keyword(s):

Implied Volatility ◽

Parallel Architecture ◽

Volatility Forecast

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Computer Intelligent Volatility Forecast Method for Silver by Autoregressive Moving Average and HAR-Type Models

10.1109/icdsca53499.2021.9650093 ◽

2021 ◽

Author(s):

Tingxuan Zhao

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Forecast Method ◽

Volatility Forecast

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Implied volatility forecast and option trading strategy

International Review of Economics & Finance ◽

10.1016/j.iref.2020.10.023 ◽

2021 ◽

Vol 71 ◽

pp. 943-954

Author(s):

Dehong Liu ◽

Yucong Liang ◽

Lili Zhang ◽

Peter Lung ◽

Rizwan Ullah

Keyword(s):

Implied Volatility ◽

Trading Strategy ◽

Option Trading ◽

Volatility Forecast

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Why does Option Implied Volatility Forecast Realized Volatility? Evidence from News Events

SSRN Electronic Journal ◽

10.2139/ssrn.3905677 ◽

2021 ◽

Author(s):

Sipeng Chen ◽

Gang Li

Keyword(s):

Implied Volatility ◽

Realized Volatility ◽

News Events ◽

Volatility Forecast

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Realized volatility forecast with the Bayesian random compressed multivariate HAR model

International Journal of Forecasting ◽

10.1016/j.ijforecast.2019.09.002 ◽

2020 ◽

Vol 36 (3) ◽

pp. 781-799 ◽

Cited By ~ 2

Author(s):

Jiawen Luo ◽

Langnan Chen

Keyword(s):

Realized Volatility ◽

Volatility Forecast

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Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2020.101165 ◽

2020 ◽

Vol 52 ◽

pp. 101165 ◽

Cited By ~ 3

Author(s):

Jui-Cheng Hung ◽

Hung-Chun Liu ◽

J. Jimmy Yang

Keyword(s):

Robust Estimators ◽

Volatility Forecast

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Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

Journal of Forecasting ◽

10.1002/for.2659 ◽

2020 ◽

Vol 39 (5) ◽

pp. 841-863 ◽

Cited By ~ 2

Author(s):

Qingfeng Liu ◽

Qingsong Yao ◽

Guoqing Zhao

Keyword(s):

Stock Market ◽

Model Averaging ◽

Market Volatility ◽

Stock Market Volatility ◽

Conditional Volatility ◽

Volatility Models ◽

Volatility Forecast

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Big data analytics for financial Market volatility forecast based on support vector machine

International Journal of Information Management ◽

10.1016/j.ijinfomgt.2019.05.027 ◽

2020 ◽

Vol 50 ◽

pp. 452-462 ◽

Cited By ~ 13

Author(s):

Rongjun Yang ◽

Lin Yu ◽

Yuanjun Zhao ◽

Hongxin Yu ◽

Guiping Xu ◽

...

Keyword(s):

Support Vector Machine ◽

Big Data ◽

Financial Market ◽

Data Analytics ◽

Big Data Analytics ◽

Market Volatility ◽

Support Vector ◽

Volatility Forecast

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Predictive ability and economic gains from volatility forecast combinations

Journal of Forecasting ◽

10.1002/for.2622 ◽

2019 ◽

Vol 39 (2) ◽

pp. 200-219 ◽

Cited By ~ 2

Author(s):

Stavroula P. Fameliti ◽

Vasiliki D. Skintzi

Keyword(s):

Predictive Ability ◽

Forecast Combinations ◽

Volatility Forecast

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volatility forecast
Recently Published Documents

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Bitcoin İçin Volatilite Tahmini: Simetrik ve Asimetrik Garch Modelleri İçin Ampirik Bir Uygulama (Volatility Forecast For Bitcoin: An Empirical Application for Symmetric And Asymmetric Garch Models)

Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Computer Intelligent Volatility Forecast Method for Silver by Autoregressive Moving Average and HAR-Type Models

Implied volatility forecast and option trading strategy

Why does Option Implied Volatility Forecast Realized Volatility? Evidence from News Events

Realized volatility forecast with the Bayesian random compressed multivariate HAR model

Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators

Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

Big data analytics for financial Market volatility forecast based on support vector machine

Predictive ability and economic gains from volatility forecast combinations

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volatility forecastRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Bitcoin İçin Volatilite Tahmini: Simetrik ve Asimetrik Garch Modelleri İçin Ampirik Bir Uygulama (Volatility Forecast For Bitcoin: An Empirical Application for Symmetric And Asymmetric Garch Models)

Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Computer Intelligent Volatility Forecast Method for Silver by Autoregressive Moving Average and HAR-Type Models

Implied volatility forecast and option trading strategy

Why does Option Implied Volatility Forecast Realized Volatility? Evidence from News Events

Realized volatility forecast with the Bayesian random compressed multivariate HAR model

Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators

Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

Big data analytics for financial Market volatility forecast based on support vector machine

Predictive ability and economic gains from volatility forecast combinations

volatility forecast
Recently Published Documents