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Search Results - "realized variance"
Showing
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"realized variance"
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Financial volatility modeling with option-implied information and important macro-factors
by
Stavroula Yfanti
,
Menelaos Karanasos
Published 2021
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Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
by
Menelaos Karanasos
,
Stavroula Yfanti
,
John Hunter
Published 2021
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';
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Realized
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On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe
by
Menelaos Karanasos
,
Stavroula Yfanti
Published 2020
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Realized
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The long memory HEAVY process: modeling and forecasting financial volatility
by
M Karanasos
,
Stavroula Yfanti
,
A Christopoulos
Published 2020
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Supplementary information files for Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
by
Menelaos Karanasos
,
Stavroula Yfanti
,
John Hunter
Published 2022
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';
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...
Realized
variance
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