Authors: Caporale, Guglielmo Maria1 (AUTHOR), Karanasos, Menelaos1 (AUTHOR), Yfanti, Stavroula2 (AUTHOR) stavyfan@gmail.com
Superior Title: International Journal of Finance & Economics. Apr2024, Vol. 29 Issue 2, p1581-1608. 28p.
Subject Terms: *FINANCIAL markets, *VOLATILITY (Securities), *MARKET volatility, *ECONOMIC policy, *BOND market, ECONOMIC uncertainty
Geographic Terms: UNITED Kingdom
Superior Title: Yfanti , S , Chortareas , G , Karanasos , M & Noikokyris , E 2020 , ' A three-dimensional asymmetric power HEAVY model ' , International Journal of Finance and Economics . https://doi.org/10.1002/ijfe.2296
Subject Terms: asymmetries, HEAVY model, high-frequency data, power transformations, realized volatility, risk management
Subject Terms: ddc:330, C22, C58, D80, E44, G01, G15, asymmetries, economic policy uncertainty, HEAVY model, high-frequency data, macro-financial linkages, power transformations, realized variance, risk management
Relation: Series: CESifo Working Paper; No. 8000; gbv-ppn:1689665580; http://hdl.handle.net/10419/215002; RePec:ces:ceswps:_8000
Availability: http://hdl.handle.net/10419/215002
Authors: Yfanti, Stavroula1 (AUTHOR), Karanasos, Menelaos2 (AUTHOR)
Superior Title: Journal of the Operational Research Society. Sep2022, Vol. 73 Issue 9, p2129-2149. 21p.
Subject Terms: *BUSINESS forecasting, *ECONOMIC impact, *MARKET volatility, *ECONOMIC policy, INFORMATION modeling, ECONOMIC uncertainty, BLACK-Scholes model
Geographic Terms: UNITED Kingdom
Superior Title: International Journal of Finance & Economics; Jul2022, Vol. 27 Issue 3, p2737-2761, 25p
Subject Terms: POWER (Social sciences), INVESTMENT risk, DIAGNOSIS methods, POLICY sciences, FORECASTING