Information Gains from using Short‐Dated Options for Measuring and Forecasting Volatility †

Journal of Applied Econometrics ◽

10.1002/jae.2864 ◽

2021 ◽

Author(s):

Viktor Todorov ◽

Yang Zhang

Keyword(s):

Forecasting Volatility

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Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach

Intelligent Systems in Accounting Finance & Management ◽

10.1002/isaf.1489 ◽

2021 ◽

Author(s):

Sauraj Verma

Keyword(s):

Crude Oil ◽

Hybrid Approach ◽

Oil Futures ◽

Crude Oil Futures ◽

Forecasting Volatility

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Research on Forecasting Volatility Rate of Financial Market based on GARCH and Neural Networks

Journal of Physics Conference Series ◽

10.1088/1742-6596/1802/4/042038 ◽

2021 ◽

Vol 1802 (4) ◽

pp. 042038

Author(s):

Yuanji Liu ◽

Boyang Zhang ◽

Fengchen Xu

Keyword(s):

Neural Networks ◽

Financial Market ◽

Forecasting Volatility

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Forecasting volatility in Shanghai and Shenzhen markets based on multifractal analysis

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2011.03.035 ◽

2011 ◽

Vol 390 (16) ◽

pp. 2926-2935 ◽

Cited By ~ 21

Author(s):

Hongtao Chen ◽

Chongfeng Wu

Keyword(s):

Multifractal Analysis ◽

Forecasting Volatility

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Estimating and Forecasting Volatility Using Leverage Effect

SSRN Electronic Journal ◽

10.2139/ssrn.3083253 ◽

2017 ◽

Author(s):

Christina Dan Wang ◽

Per A. Mykland ◽

Lan Zhang

Keyword(s):

Leverage Effect ◽

Forecasting Volatility

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Forecasting Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.165528 ◽

1999 ◽

Cited By ~ 4

Author(s):

Louis H. Ederington ◽

Wei Guan

Keyword(s):

Forecasting Volatility

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Modelling and forecasting volatility of the Botswana and Namibia stock market returns: evidence using GARCH models with different distribution densities

Global Business and Economics Review ◽

10.1504/gber.2018.088469 ◽

2018 ◽

Vol 20 (1) ◽

pp. 18 ◽

Cited By ~ 1

Author(s):

William Coffie

Keyword(s):

Stock Market ◽

Garch Models ◽

Market Returns ◽

Stock Market Returns ◽

Forecasting Volatility ◽

Modelling And Forecasting

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Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

International Journal of Economics and Finance ◽

10.5539/ijef.v6n4p23 ◽

2014 ◽

Vol 6 (4) ◽

Cited By ~ 7

Author(s):

Rasim Ilker Gokbulut ◽

Mehmet Pekkaya

Keyword(s):

Financial Markets ◽

Garch Models ◽

Asymmetric Garch ◽

Forecasting Volatility

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High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models

SSRN Electronic Journal ◽

10.2139/ssrn.2949767 ◽

2017 ◽

Author(s):

Francesca Lilla

Keyword(s):

High Frequency ◽

Economic Value ◽

Volatility Models ◽

Forecasting Volatility

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Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs

International Journal of Computer Applications ◽

10.5120/21245-4034 ◽

2015 ◽

Vol 120 (8) ◽

pp. 7-15 ◽

Cited By ~ 1

Author(s):

Tamal DattaChaudhuri ◽

Indranil Ghosh

Keyword(s):

Neural Network ◽

Artificial Neural Network ◽

Stock Market ◽

Artificial Neural ◽

Indian Stock Market ◽

Forecasting Volatility ◽

Inputs And Outputs

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Forecasting volatility in the financial markets: a comparison of alternative distributional assumptions

Applied Financial Economics ◽

10.1080/09603100600771000 ◽

2007 ◽

Vol 17 (13) ◽

pp. 1051-1060 ◽

Cited By ~ 15

Author(s):

I.-Yuan Chuang ◽

Jin-Ray Lu ◽

Pei-Hsuan Lee

Keyword(s):

Financial Markets ◽

Distributional Assumptions ◽

Forecasting Volatility

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