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Dimitrios
P. Louzis, Spyros Xanthopoulos-Sisinis & Apostolos
P. Refenes. (2012) Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility. Applied Economics 44:27, pages 3533-3550.
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Alex
YiHou Huang. (2012) Volatility forecasting by quantile regression. Applied Economics 44:4, pages 423-433.
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Konstantinos Nikolopoulos. (2010) Forecasting with quantitative methods: the impact of special events in time series. Applied Economics 42:8, pages 947-955.
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Shu Ling Lin. (2008) Conditional risk and return in Asian emerging markets: evidence from the banking sector. Applied Economics 40:24, pages 3173-3183.
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Articles from other publishers (5)
Wenbin Hu. (2021) Volatility Forecasting of China Silver Futures: the Contributions of Chinese Investor Sentiment and CBOE Gold and Silver ETF Volatility Indices. E3S Web of Conferences 253, pages 02023.
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Thi LeThi Le. 2021. Analysing Intraday Implied Volatility for Pricing Currency Options. Analysing Intraday Implied Volatility for Pricing Currency Options
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Jooyoung Jeon & James W. Taylor. (2011) Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation. Journal of Forecasting 32:1, pages 62-74.
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L Bartelj, A F Gubina, D Paravan & R Golob. (2010) Risk management in the retail electricity market: the retailer's perspective. Risk management in the retail electricity market: the retailer's perspective.
Nelson Areal. (2008) FTSE-100 Implied Volatility Index. SSRN Electronic Journal.
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