Are RiskMetrics forecasts good enough? : evidence from 31 stock markets

von McMillan, David G.
Veröffentlicht in International review of financial analysis (2009)

Does VIX or volume improve GARCH volatility forecasts?

von Kambouroudis, Dimos S.
Veröffentlicht in Applied economics (2016)

Is there an ideal in-sample length for forecasting volatility?

von Kambouroudis, Dimos S.
Veröffentlicht in Journal of international financial markets, institutions & money (2015)

Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets

von Korkusuz, Burak
Veröffentlicht in Finance research letters (2023)

Forecasting realised volatility : does the LASSO approach outperform HAR?

von Ding, Yi
Veröffentlicht in Journal of international financial markets, institutions & money (2021)

Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models

von Kambouroudis, Dimos S.
Veröffentlicht in The journal of futures markets (2016)

Cross-border exchanges and volatility forecasting

von Goyal, Abhinav
Veröffentlicht in Quantitative finance (2018)

Volatility forecasting across tanker freight rates : the role of oil price shocks

von Gavriilidis, Konstantinos
Veröffentlicht in Transportation research / E (2018)