Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets
Fuente:
Wiley Open Access
Guardado en:
| Autores principales: | Wei Zhou, Danxue Luo |
|---|---|
| Formato: | Artículo Open Access |
| Publicado: |
Wiley
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
por: Abdel Razzaq Al Rababaa, et al.
Publicado: (2024)
por: Abdel Razzaq Al Rababaa, et al.
Publicado: (2024)
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
por: Likun Lei, et al.
Publicado: (2024)
por: Likun Lei, et al.
Publicado: (2024)
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
por: Yi Zhang, et al.
Publicado: (2025)
por: Yi Zhang, et al.
Publicado: (2025)
Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
por: Xuzheng Ren, et al.
Publicado: (2026)
por: Xuzheng Ren, et al.
Publicado: (2026)
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
por: Hongjun Zeng, et al.
Publicado: (2025)
por: Hongjun Zeng, et al.
Publicado: (2025)
Coherent Forecasting of Realized Volatility
por: Marius Puke, et al.
Publicado: (2026)
por: Marius Puke, et al.
Publicado: (2026)
Stock Price Limit and Its Predictability in the Chinese Stock Market
por: Haohui Liang, et al.
Publicado: (2024)
por: Haohui Liang, et al.
Publicado: (2024)
A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
por: Björn Schulte‐Tillmann, et al.
Publicado: (2026)
por: Björn Schulte‐Tillmann, et al.
Publicado: (2026)
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
por: Talha Omer, et al.
Publicado: (2026)
por: Talha Omer, et al.
Publicado: (2026)
Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
por: Wei Liu, et al.
Publicado: (2026)
por: Wei Liu, et al.
Publicado: (2026)
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors
por: Maria Ghani, et al.
Publicado: (2025)
por: Maria Ghani, et al.
Publicado: (2025)
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
por: Afees A. S alisu, et al.
Publicado: (2025)
por: Afees A. S alisu, et al.
Publicado: (2025)
Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators
por: Denis Haoheng Wu, et al.
Publicado: (2025)
por: Denis Haoheng Wu, et al.
Publicado: (2025)
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
por: Afees Salisu, et al.
Publicado: (2024)
por: Afees Salisu, et al.
Publicado: (2024)
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts
por: Wei‐Chao Lin, et al.
Publicado: (2026)
por: Wei‐Chao Lin, et al.
Publicado: (2026)
Overnight Trading Matters!—Volatility Forecast in the Crude Oil Futures Market
por: Jing Hao, et al.
Publicado: (2026)
por: Jing Hao, et al.
Publicado: (2026)
Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP
por: Zuzana Janková, et al.
Publicado: (2026)
por: Zuzana Janková, et al.
Publicado: (2026)
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
por: Adam Clements, et al.
Publicado: (2026)
por: Adam Clements, et al.
Publicado: (2026)
SGAT‐SP: Sparse Graph Attention Network for Stock Prediction
por: Gautam Gupta, et al.
Publicado: (2026)
por: Gautam Gupta, et al.
Publicado: (2026)
Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
por: Stavros Degiannakis, et al.
Publicado: (2025)
por: Stavros Degiannakis, et al.
Publicado: (2025)
On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model
por: Runze Jiang, et al.
Publicado: (2026)
por: Runze Jiang, et al.
Publicado: (2026)
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
por: Ufuk Beyaztas, et al.
Publicado: (2025)
por: Ufuk Beyaztas, et al.
Publicado: (2025)
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction
por: Leandro Maciel, et al.
Publicado: (2025)
por: Leandro Maciel, et al.
Publicado: (2025)
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS
por: Xu Xiangxin, et al.
Publicado: (2025)
por: Xu Xiangxin, et al.
Publicado: (2025)
Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
por: Juan D. Díaz, et al.
Publicado: (2024)
por: Juan D. Díaz, et al.
Publicado: (2024)
Crossproduct Effect and Volatility Forecasting
por: Jiafu Xu, et al.
Publicado: (2024)
por: Jiafu Xu, et al.
Publicado: (2024)
Bayesian Semiparametric Multivariate Realized GARCH Modeling
por: Efthimios Nikolakopoulos
Publicado: (2025)
por: Efthimios Nikolakopoulos
Publicado: (2025)
Stock Return Forecasting: A Supervised PCA With Selecting and Scaling
por: Ting Zhang, et al.
Publicado: (2025)
por: Ting Zhang, et al.
Publicado: (2025)
Stock movement prediction: A multi‐input LSTM approach
por: Pan Tang, et al.
Publicado: (2024)
por: Pan Tang, et al.
Publicado: (2024)
Stock Portfolio Management Based on AI Technology
por: Alejandro Moreno Alonso, et al.
Publicado: (2025)
por: Alejandro Moreno Alonso, et al.
Publicado: (2025)
Term Spread Volatility as a Leading Indicator of Economic Activity
por: Anastasios Megaritis, et al.
Publicado: (2026)
por: Anastasios Megaritis, et al.
Publicado: (2026)
Information Illusion: Different Amounts of Information and Stock Price Estimates
por: Andreas Oehler, et al.
Publicado: (2025)
por: Andreas Oehler, et al.
Publicado: (2025)
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes
por: Li Zhang, et al.
Publicado: (2025)
por: Li Zhang, et al.
Publicado: (2025)
Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets
por: Shengnan Liu, et al.
Publicado: (2026)
por: Shengnan Liu, et al.
Publicado: (2026)
Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices
por: Miklesh Prasad Yadav, et al.
Publicado: (2026)
por: Miklesh Prasad Yadav, et al.
Publicado: (2026)
Adaptive Model Integration for Stock Price Forecasting With CNN‐ATTN‐BiLSTM
por: Yi Xiao, et al.
Publicado: (2026)
por: Yi Xiao, et al.
Publicado: (2026)
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model
por: Yilun Zhang, et al.
Publicado: (2024)
por: Yilun Zhang, et al.
Publicado: (2024)
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
por: Ran Wu, et al.
Publicado: (2025)
por: Ran Wu, et al.
Publicado: (2025)
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts
por: Cyrine Khiari, et al.
Publicado: (2025)
por: Cyrine Khiari, et al.
Publicado: (2025)
Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction
por: Wei‐Qiang Huang, et al.
Publicado: (2026)
por: Wei‐Qiang Huang, et al.
Publicado: (2026)
Ejemplares similares
-
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
por: Abdel Razzaq Al Rababaa, et al.
Publicado: (2024) -
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
por: Likun Lei, et al.
Publicado: (2024) -
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
por: Yi Zhang, et al.
Publicado: (2025) -
Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
por: Xuzheng Ren, et al.
Publicado: (2026) -
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
por: Hongjun Zeng, et al.
Publicado: (2025)