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Forecasting volatility. (2006). Gospodinov, Nikolay ; Gavala, Athanasia ; Jiang, Deming .
In: Journal of Forecasting.
RePEc:jof:jforec:v:25:y:2006:i:6:p:381-400.

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  1. Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

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  2. Multistep forecast of the implied volatility surface using deep learning. (2022). Wang, Zhiguang ; Medvedev, Nikita.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:4:p:645-667.

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  3. Predicting stock market volatility based on textual sentiment: A nonlinear analysis. (2021). Zhang, Wei Guo ; Ye, Xin ; Wang, Chao ; Gong, Xue.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:8:p:1479-1500.

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  5. Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation. (2020). Koki, Constandina ; Vrontos, Ioannis ; Meligkotsidou, Loukia.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:4:p:580-598.

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  6. Modelling the volatility of international visitor arrivals to New Zealand. (2019). Balli, Hatice ; Kan, Wai Hong.
    In: Journal of Air Transport Management.
    RePEc:eee:jaitra:v:75:y:2019:i:c:p:204-214.

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  7. QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

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  8. .

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  9. Time-varying risk aversion and return predictability. (2017). Yoon, Sun-Joong .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:327-339.

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  10. Financial instability and the short-term dynamics of volatility expectations. (2014). Holmes, Mark ; Oya, Kosuke ; Maghrebi, Nabil.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:6:p:377-395.

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  11. Modeling moneyness volatility in measuring exchange rate volatility. (2012). Krishnamurti, Chandrasekhar ; Hoque, Ariful.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:365-380.

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  12. The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium. (2012). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:497-510.

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  13. A Comparison of Alternative Forecast Models of REIT Volatility. (2011). Zhou, Jian ; Kang, Zhixin .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:275-294.

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  14. The role of trading volume in volatility forecasting. (2010). Zurbruegg, Ralf ; Le, Van .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:533-555.

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  15. High-Frequency and Model-Free Volatility Estimators. (2009). Åšlepaczuk, Robert ; Zakrzewski, Grzegorz .
    In: Working Papers.
    RePEc:war:wpaper:2009-13.

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  16. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
    In: Economics Working Papers.
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    RePEc:cir:cirwor:2002s-21.

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  46. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis ; Christoffersen, Peter.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-02.

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  47. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-01.

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  48. Flexible multivariate GARCH modeling with an application to international stock markets. (2001). Wolf, Michael ; Santa-Clara, Pedro ; Ledoit, Olivier.
    In: Economics Working Papers.
    RePEc:upf:upfgen:578.

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  49. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8160.

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  50. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0264.

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