Cover Image

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

Fuente: Wiley Open Access

Saved in:

Bibliographic Details
Main Authors:	Abdel Razzaq Al Rababaa, Walid Mensi, David McMillan, Sang Hoon Kang
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Forecasting
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
by: Likun Lei, et al.
Published: (2024)

Coherent Forecasting of Realized Volatility
by: Marius Puke, et al.
Published: (2026)

Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets
by: Wei Zhou, et al.
Published: (2025)

Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
by: Hongjun Zeng, et al.
Published: (2025)

The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
by: Yi Zhang, et al.
Published: (2025)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
by: Talha Omer, et al.
Published: (2026)

Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets
by: Shengnan Liu, et al.
Published: (2026)

Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
by: Wei Liu, et al.
Published: (2026)

Overnight Trading Matters!—Volatility Forecast in the Crude Oil Futures Market
by: Jing Hao, et al.
Published: (2026)

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
by: Stavros Degiannakis, et al.
Published: (2025)

Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes
by: Li Zhang, et al.
Published: (2025)

Forecasting House Prices: The Role of Market Interconnectedness
by: Zac Chen, et al.
Published: (2026)

Crossproduct Effect and Volatility Forecasting
by: Jiafu Xu, et al.
Published: (2024)

Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
by: Xuzheng Ren, et al.
Published: (2026)

Stock Price Limit and Its Predictability in the Chinese Stock Market
by: Haohui Liang, et al.
Published: (2024)

Risk Spillover Network in Commodity Markets Under Climate Transition Risk
by: Zhihong Niu, et al.
Published: (2025)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
by: Björn Schulte‐Tillmann, et al.
Published: (2026)

Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
by: Juan D. Díaz, et al.
Published: (2024)

Stock Return Forecasting: A Supervised PCA With Selecting and Scaling
by: Ting Zhang, et al.
Published: (2025)

On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model
by: Runze Jiang, et al.
Published: (2026)

Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
by: Afees Salisu, et al.
Published: (2024)

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
by: Adam Clements, et al.
Published: (2026)

Forecasting and Pricing in the Carbon Credits Market
by: Yiyang Chen, et al.
Published: (2026)

Adaptive Model Integration for Stock Price Forecasting With CNN‐ATTN‐BiLSTM
by: Yi Xiao, et al.
Published: (2026)

Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors
by: Maria Ghani, et al.
Published: (2025)

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
by: Afees A. S alisu, et al.
Published: (2025)

HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
by: Ran Wu, et al.
Published: (2025)

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP
by: Zuzana Janková, et al.
Published: (2026)

The Role of Coincident Information in Real‐Time Business Cycle Forecasting
by: Visa Kuntze
Published: (2026)

Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
by: Yongdeng Xu
Published: (2024)

A Novel Approach to Forecasting After Large Forecast Errors
by: Jennifer L. Castle, et al.
Published: (2025)

Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts
by: Cyrine Khiari, et al.
Published: (2025)

Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach
by: Junting Huang, et al.
Published: (2025)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market
by: Pietro Giorgio Lovaglio, et al.
Published: (2026)

Bayesian Semiparametric Multivariate Realized GARCH Modeling
by: Efthimios Nikolakopoulos
Published: (2025)

Stock Portfolio Management Based on AI Technology
by: Alejandro Moreno Alonso, et al.
Published: (2025)

Term Spread Volatility as a Leading Indicator of Economic Activity
by: Anastasios Megaritis, et al.
Published: (2026)

Stock movement prediction: A multi‐input LSTM approach
by: Pan Tang, et al.
Published: (2024)

SGAT‐SP: Sparse Graph Attention Network for Stock Prediction
by: Gautam Gupta, et al.
Published: (2026)

Information Illusion: Different Amounts of Information and Stock Price Estimates
by: Andreas Oehler, et al.
Published: (2025)