Pages that link to "Item:Q322677"

The following pages link to Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677):

Displaying 20 items.

• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• Exchange rate forecasting with optimum singular spectrum analysis (Q741878) (← links)
• Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
• Option pricing with conditional GARCH models (Q2028829) (← links)
• New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
• Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
• Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
• Forecasting volatility returns of oil price using gene expression programming approach. (Q2417034) (← links)
• Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• Modelling and forecasting by wavelets, and the application to exchange rates (Q3591836) (← links)
• Modelling exchange rate volatility (Q4346484) (← links)
• MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (Q4434342) (← links)
• Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices (Q4687629) (← links)
• A neural network enhanced volatility component model (Q4991057) (← links)
• Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
• (Q5212357) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
• Co-jumping of treasury yield curve rates (Q6645253) (← links)