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Forecast on silver futures linked with structural breaks and day-of-the-week effect
16 references·1 citing·42 second hop
Forecast on silver futures linked with structural breaks and day-of-the-week effect (2020)Forecast on silver futures linked with st…Retail investor attention and stock price crash risk: Evidence from China (2019)Retail investor attention and…Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index (2018)Asymmetric impacts of oil pri…Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (2016)Forecasting the volatility of…Forecasting the volatility of crude oil futures using intraday data (2014)Forecasting the volatility of…Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2013)Volatility forecasting and ri…Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Does Anything Beat 5-Minute R…A reduced form framework for modeling volatility of speculative prices based on realized variation measures (2010)A reduced form framework for …Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…A Simple Approximate Long-Memory Model of Realized Volatility (2008)A Simple Approximate Long-Mem…The Relative Contribution of Jumps to Total Price Variance (2005)The Relative Contribution of …Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Econometric Analysis of Reali…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyUse of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyWhat do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning (2022)What do the AI methods tell u…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Is gold a hedge or safe haven against oil price movements? 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  • 2014Forecasting the volatility of crude oil futures using intraday data263 cited

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  • 2010A reduced form framework for modeling volatility of speculative prices based on realized variation measures239 cited
  • 2013Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory222 cited
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    • 2022What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning37 cited