Volatility Forecast Evaluation - Articles - Scientific Research Publishing

Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,879 Views Citations
This article belongs to the Special Issue on Financial Economics
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86080 1,205 Downloads 2,845 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9, June 13, 2018

DOI: 10.4236/tel.2018.89102 1,037 Downloads 2,337 Views Citations
This article belongs to the Special Issue on Financial Modeling
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 312 Downloads 1,676 Views Citations
Improving the Forecast Accuracy of Oil-Stock Nexus in GCC Countries (Articles)

Onuoha Ikwor Nnachi

Theoretical Economics Letters Vol.8 No.14, October 25, 2018

DOI: 10.4236/tel.2018.814191 807 Downloads 1,675 Views Citations
Improving the Forecast Accuracy of Oil-Exchange Rate Nexus in GCC Countries (Articles)

Onuoha Ikwor Nnachi

Theoretical Economics Letters Vol.8 No.15, November 15, 2018

DOI: 10.4236/tel.2018.815202 800 Downloads 1,552 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,151 Downloads 6,903 Views Citations
The Role of Forecasting Exchange Rate Volatility and Its Impact on Inflation in Sierra Leone: Evidence from a GARCH-MIDAS approach (Articles)

Edmund Chijeh Eric Tamuke, Lavinia Olayinka Madleine Kamara

Open Access Library Journal Vol.11 No.9, September 19, 2024

DOI: 10.4236/oalib.1112172 113 Downloads 978 Views Citations
Research and application of sidewall stability predic-tion method based on analytic hierarchy process and fuzzy integrative evaluation method (Articles)

Bin Liu, Fanjun Kong

Natural Science Vol.4 No.2, February 22, 2012

DOI: 10.4236/ns.2012.42021 6,562 Downloads 10,853 Views Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4, July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,765 Downloads 5,849 Views Citations
The “One-Size-Fits-All” Illusion in SME Forecasting: An Analytical Examination of Financial Account-Level Forecasting Models in SMEs (Articles)

Aygul Farzaliyeva

Journal of Data Analysis and Information Processing Vol.14 No.3, June 30, 2026

DOI: 10.4236/jdaip.2026.143015 23 Downloads 149 Views Citations
Application of SARIMA Model on Money Supply (Articles)

Shichang Shen, Shan Chen

Open Journal of Statistics Vol.7 No.1, February 28, 2017

DOI: 10.4236/ojs.2017.71009 1,981 Downloads 3,599 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1, January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,948 Downloads 9,362 Views Citations
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,777 Downloads 6,379 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,718 Downloads 5,774 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3, August 28, 2015

DOI: 10.4236/jmf.2015.53026 6,055 Downloads 7,603 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3, August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,229 Downloads 2,813 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Analysis of Characteristics of the Forecast Jump in the NCEP Ensemble Forecast Products (Articles)

Xiakun Zhang, Liping Zhang, Jiao Fu, Longxi Zhang

Atmospheric and Climate Sciences Vol.7 No.1, January 25, 2017

DOI: 10.4236/acs.2017.71011 1,793 Downloads 3,266 Views Citations
The Measurement of Analysts’ Earnings Forecast Uncertainty (Articles)

Chun Hu

Modern Economy Vol.6 No.4, April 17, 2015

DOI: 10.4236/me.2015.64041 3,662 Downloads 5,091 Views Citations
Statistical Model for the Forecast of Electricity Power Generation in Ghana (Articles)

Eric Neebo Wiah, Albert Buabeng, Kofi Agyarko

Open Journal of Statistics Vol.12 No.3, June 24, 2022

DOI: 10.4236/ojs.2022.123024 595 Downloads 2,279 Views Citations

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies