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Keyword [realized volatility]
Result: 121 - 140 | Page: 7 of 8
121. The Estimation of Vector Multiplicative Error Model on Contaminated Data and Its Applications in Forecasting Volatilities
122. Forecasting realized volatility with long memory time series models using high frequency financial data: Estimation, prediction, seasonal adjustment and computation
123. Essays on stock return predictability and portfolio allocation
124. From martingales to ANOVA: Implied and realized volatility
125. Essays in Modeling of Daily Returns and Realized Volatility
126. Forecast The Realized Volatility Of Crude Oil Futures From The Cojumps Perspective
127. VIX Derivatives Valuation Under GARCH-type Models
128. Realized Volatility Modeling,forecasting And Application In International Stock Markets
129. Realized Volatility Versus Expected Return
130. Research On Realized Volatility Prediction Based On Window Average Hybrid Model From The Perspective Of High-order Moments
131. Research On The Volatility Of Shanghai Stock Exchange 50EFT Option On China’s Stock Market
132. The Influence Of Economic Uncertainty On The Volatility Of Chinese And American Stock Markets
133. Grid Strategy Of Futures Intertemporal Arbitrage Based On Machine Learning To Predict Volatility
134. Research On High Frequency Pair Trading Strategy In Chinese Stock Market
135. Research On The Impact Of Investor Sentiment On Stock Market Volatility Under The Background Of Economic Policy Uncertainty
136. How Does Monetary Policy Uncertainty Affect Financial Market Responses To Macroeconomic Information ?
137. An Empirical Study: The Effect Of Regulatory Measures On The Stock Price Of Listed Companies
138. Realized Volatility Modeling And Forecasting Of China ’s Copper Futures Market With Overnight Information
139. Predictors Of Realized Volatility By Investor Sentiment Based On Tribune Dictionary
140. Volatility Modelling And Forecasting Of SSE 50 ETF Based On Realized Volatility Decomposed Methods And Markov Regime-switching
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