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There are 52993 results for: content related to: Volatility Forecasting: An Empirical Example using G@RCH Ox

  1. G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models

    Journal of Economic Surveys

    Volume 16, Issue 3, July 2002, Pages: 447–484, Sébastien Laurent and Jean–Philippe Peters

    Version of Record online : 16 DEC 2002, DOI: 10.1111/1467-6419.00174

  2. Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

    Journal of Futures Markets

    Volume 33, Issue 1, January 2013, Pages: 1–28, Suk Joon Byun and Byungsun Min

    Version of Record online : 21 OCT 2011, DOI: 10.1002/fut.20551

  3. Persistence of volatility in futures markets

    Journal of Futures Markets

    Volume 26, Issue 6, June 2006, Pages: 571–594, Zhiyao Chen, Robert T. Daigler and Ali M. Parhizgari

    Version of Record online : 4 APR 2006, DOI: 10.1002/fut.20210

  4. Other Distributional Assumptions

    ARCH Models for Financial Applications

    Evdokia Xekalaki, Stavros Degiannakis, Pages: 163–184, 2010

    Published Online : 31 MAR 2010, DOI: 10.1002/9780470688014.ch5

  5. THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 1994

    Journal of Financial Research

    Volume 21, Issue 1, Spring 1998, Pages: 85–104, Colm Kearney

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00271.x

  6. Impact of foreign direct investment volatility on economic development in the Indian subcontinent

    The World Economy

    Ranajit Bairagi

    Version of Record online : 9 MAY 2017, DOI: 10.1111/twec.12496

  7. Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market

    Journal of Futures Markets

    Volume 24, Issue 9, September 2004, Pages: 805–834, Nicholas Taylor

    Version of Record online : 7 JUL 2004, DOI: 10.1002/fut.20114

  8. Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period

    South African Journal of Economics

    Volume 81, Issue 2, June 2013, Pages: 260–274, Lumengo Bonga-Bonga and Jamela Hoveni

    Version of Record online : 3 JUN 2013, DOI: 10.1111/saje.12001

  9. Non-trading day effects in asymmetric conditional and stochastic volatility models

    The Econometrics Journal

    Volume 10, Issue 1, March 2007, Pages: 113–123, Manabu Asai and Michael McAleer

    Version of Record online : 1 FEB 2007, DOI: 10.1111/j.1368-423X.2007.00201.x

  10. Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 515–541, ROBERT F. WHITELAW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05150.x

  11. The Introduction of Derivatives on the Dow Jones Industrial Average and Their Impact on the Volatility of Component Stocks

    Journal of Futures Markets

    Volume 21, Issue 7, July 2001, Pages: 633–653, Shafiqur Rahman

    Version of Record online : 17 MAY 2001, DOI: 10.1002/fut.1702

  12. On the forecasting accuracy of multivariate GARCH models

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 934–955, Sébastien Laurent, Jeroen V. K. Rombouts and Francesco Violante

    Version of Record online : 26 APR 2011, DOI: 10.1002/jae.1248

  13. Stochastic volatility models for the Brent oil futures market: forecasting and extracting conditional moments

    OPEC Energy Review

    Volume 39, Issue 2, June 2015, Pages: 184–221, Per Bjarte Solibakke

    Version of Record online : 22 JUN 2015, DOI: 10.1111/opec.12048

  14. You have free access to this content
    On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1779–1801, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN and DAVID E. RUNKLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05128.x

  15. The reassessment of trial perspectives from interim data—a critical view

    Statistics in Medicine

    Volume 25, Issue 1, 15 January 2006, Pages: 23–36, Peter Bauer and Franz Koenig

    Version of Record online : 11 OCT 2005, DOI: 10.1002/sim.2180

  16. Impacts of different wind speed simulation methods on conditional reliability indices

    International Transactions on Electrical Energy Systems

    Volume 25, Issue 2, February 2015, Pages: 359–373, Xie Shaoyu, Wang Xiuli, Qu. Chong, Wang Xifan and Guo Jingli

    Version of Record online : 6 DEC 2013, DOI: 10.1002/etep.1851

  17. Looking for skewness in financial time series

    The Econometrics Journal

    Volume 12, Issue 2, July 2009, Pages: 310–323, Matteo Grigoletto and Francesco Lisi

    Version of Record online : 21 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00281.x

  18. Prediction in ARMA Models with GARCH in Mean Effects

    Journal of Time Series Analysis

    Volume 22, Issue 5, September 2001, Pages: 555–576, Menelaos Karanasos

    Version of Record online : 13 MAR 2002, DOI: 10.1111/1467-9892.00241

  19. Variation in the annual dormancy cycle in buried seeds of the weedy winter annual Viola arvensis

    Weed Research

    Volume 35, Issue 5, October 1995, Pages: 353–362, J. M. BASKIN and C. C. BASKIN

    Version of Record online : 28 JUL 2006, DOI: 10.1111/j.1365-3180.1995.tb01630.x

  20. Nonlinear dynamics in high-frequency intraday financial data: Evidence for the UK long gilt futures market

    Journal of Futures Markets

    Volume 22, Issue 11, November 2002, Pages: 1037–1057, David G. McMillan and Alan E. H. Speight

    Version of Record online : 24 SEP 2002, DOI: 10.1002/fut.10043