Authors: Cont, Rama, Das, Purba^{Aff2, IDs13571024003222_cor2}

Superior Title: Sankhya B: The Indian Journal of Statistics - Official Journal of Indian Statistical Institute. 86(1):191-223

Authors: Dutta, Anupam^{Aff1, IDs40745024005174_cor1}

Superior Title: Annals of Data Science. :1-17

Authors: Caporin, Massimiliano, Rodríguez-Caballero, C. Vladimir, Ruiz, Esther^{Aff3, IDs00181023025423_cor3}

Superior Title: Empirical Economics: Journal of the Institute for Advanced Studies, Vienna, Austria. :1-15

Authors: Iqbal, Najaf, Bouri, Elie^{Aff2, IDs10479022045229_cor2}, Grebinevych, Oksana, Roubaud, David

Superior Title: Annals of Operations Research. 330(1-2):305-334

Authors: Ftiti, Zied^{Aff1, IDs1047902104116x_cor1}, Louhichi, Wael, Ben Ameur, Hachmi

Superior Title: Annals of Operations Research. 330(1-2):665-690

Authors: Werner Kristjanpoller

Superior Title: Financial Innovation, Vol 10, Iss 1, Pp 1-32 (2024)

Subject Terms: Deep learning, Heterogeneous autoregressive model, Long short-term memory model, Realized volatility, Volatility forecasting framework, Public finance, K4430-4675, Finance, HG1-9999

File Description: electronic resource

Relation: https://doaj.org/toc/2199-4730

Access URL: https://doaj.org/article/28ea0e20c6ae4e4ab5c4c323b8008d03

Authors: Juncal Cunado, David Gabauer, Rangan Gupta

Superior Title: Financial Innovation, Vol 10, Iss 1, Pp 1-17 (2024)

Subject Terms: Realized volatilities, Energy market, Metal market, TVP-VAR, Dynamic connectedness, Public finance, K4430-4675, Finance, HG1-9999

File Description: electronic resource

Relation: https://doaj.org/toc/2199-4730

Access URL: https://doaj.org/article/b29c9cd391c44d0a860101fa91d718fd

Authors: Leonardo Ieracitano Vieira, Márcio Poletti Laurini

Superior Title: Frontiers in Applied Mathematics and Statistics, Vol 10 (2024)

Subject Terms: realized volatility, shrinkage, high-frequency data, penalized estimation, LASSO, Ridge, Applied mathematics. Quantitative methods, T57-57.97, Probabilities. Mathematical statistics, QA273-280

File Description: electronic resource

Relation: https://www.frontiersin.org/articles/10.3389/fams.2024.1379891/full; https://doaj.org/toc/2297-4687

Access URL: https://doaj.org/article/c6fd3a9a08a04af5b51888a5c0449563

Authors: Bucci, Andrea^{Aff1, IDs10479023055447_cor1}, He, Lidan, Liu, Zhi

Superior Title: Annals of Operations Research. :1-29

Authors: Bouri, Elie^{Aff1, IDs40854023004648_cor1}, Salisu, Afees A.^{Aff2, Aff3}, Gupta, Rangan

Superior Title: Financial Innovation. 9(1)

Authors: Gupta, Rangan, Pierdzioch, Christian^{Aff2, IDs40854022004355_cor2}

Superior Title: Financial Innovation. 9(1)

Authors: Lamine Diane, Pradeep Brijlal

Superior Title: International Journal of Economics and Financial Issues, Vol 14, Iss 2 (2024)

Subject Terms: Forecasting, Realized Volatility, Random Forest, Artificial Neural Network, Business, HF5001-6182, Economics as a science, HB71-74

File Description: electronic resource

Relation: https://www.econjournals.com/index.php/ijefi/article/view/15431; https://doaj.org/toc/2146-4138

Access URL: https://doaj.org/article/25a01500b0ca4e67a1c9e7e732f1b17e

Authors: Luo, Jiawen, Klein, Tony, Walther, Thomas, Ji, Qiang

Superior Title: Luo , J , Klein , T , Walther , T & Ji , Q 2024 , ' Forecasting realized volatility of crude oil futures prices based on machine learning ' , Journal of Forecasting . https://doi.org/10.1002/for.3077

Subject Terms: forecasting, crude oil, exogenous predictors, machine learning, realized volatility

File Description: application/pdf

Relation: https://pure.qub.ac.uk/en/publications/7a2af21b-1ea4-4b44-900e-bfdbe98878e7

Availability: https://doi.org/10.1002/for.3077
https://pure.qub.ac.uk/en/publications/7a2af21b-1ea4-4b44-900e-bfdbe98878e7
https://pureadmin.qub.ac.uk/ws/files/580829635/for.3077.pdf

Authors: Baillie, Richard T.^{Aff1, Aff2, IDs00181022023578_cor1}, Cho, Dooyeon, Rho, Seunghwa

Superior Title: Empirical Economics: Journal of the Institute for Advanced Studies, Vienna, Austria. 64(6):2911-2937

Authors: Phillips, Peter C. B.^{Aff1, Aff2, Aff3, Aff4, IDs0018102202353y_cor1}, Yu, Jun^{Aff4, Aff5}

Superior Title: Empirical Economics: Journal of the Institute for Advanced Studies, Vienna, Austria. 64(6):2957-2999

Authors: Tang, Xiaolong, Song, Yuping^{Aff1, IDs10614023103925_cor2}, Jiao, Xingrui, Sun, Yankun

Superior Title: Computational Economics. :1-23

Authors: Mesquita, Caio Mário^{Aff1, IDs10614023103872_cor1}, Valle, Cristiano Arbex, Pereira, Adriano César Machado

Superior Title: Computational Economics. :1-41

Contributors: Iwatsubo, Kentaro

Subject Terms: Russia and Ukraine conflict, commodities, G7 and BRIC markets, TVP-VAR, connectedness, oil price uncertainty shocks, international equity markets, global vector autoregressive model, arbitrage, efficiency, futures, liquidity, market integration, platinum, COVID-19, pandemic, agriculture, commodity, MF-DFA, high frequency, asymmetric volatility spillover, bitcoin, altcoin, cryptocurrency, frequency connectedness, Bitcoin, machine learning, random forest regression, LSTM, energy market volatility, oil price dynamics, fear index, Markov-regime switching models, volatility risk premium (VRP), implied and realized volatility, oil and stock returns, financialization, Bermudan commodity options, multi-layer perceptron, multi-asset stochastic volatility model, hybrid forecasting approaches, two-step forecasting approaches, gold, euro, sentiment analysis, ARIMA, wavelet transformation, seasonal decomposition, long short-term memory, random forest, eXtreme gradient boosting, stock, markets, cycles, investing, risk, returns, thema EDItEUR:W Lifestyle, Hobbies and Leisure:WC Antiques, vintage and collectables:WCF Collecting coins, banknotes, medals and other related items

File Description: application/octet-stream

Access URL: https://directory.doabooks.org/handle/20.500.12854/128673

Authors: Gupta, Rangan^Aff5, Pierdzioch, Christian^Aff6

Contributors: Bourghelle, David, editor^Aff1, Grandin, Pascal, editor^Aff2, Jawadi, Fredj, editor^Aff3, Rozin, Philippe, editor^Aff4

Superior Title: Behavioral Finance and Asset Prices : The Influence of Investor's Emotions. :23-44

Authors: Gerlach, Richard^Aff4, Naimoli, Antonio^Aff5, Storti, Giuseppe^Aff5

Contributors: Brentari, Eugenio, editor^Aff1, Chiodi, Marcello, editor^Aff2, Wit, Ernst-Jan Camiel, editor^Aff3

Superior Title: Models for Data Analysis : SIS 2018, Palermo, Italy, June 20–22. 402:141-159