A note on investor happiness and the predictability of realized volatility of gold
Author:
Publisher
Elsevier BV
Subject
Finance
Reference38 articles.
1. Does realized skewness predict the cross-section of equity returns?;Amaya;J. Financ. Econ.,2015
2. Jump-robust volatility estimation using nearest neighbor truncation;Andersen;J. Econ.,2012
3. Asai, M., Gupta, R., McAleer, M., 2020. Forecasting volatility and co-volatility of crude oil and gold futures: effects of leverage, jumps, spillovers, and geopolitical risks. Int. J. Forecast.(Forthcoming).
4. The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures;Asai;Energies,2019
5. Computation and analysis of multiple structural change models;Bai;J. Appl. Econom.,2003
Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Insights into Gold Investing: Exploring Investor Behavior;Acta Montanistica Slovaca;2024-04-14
2. A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance;Decision Analytics Journal;2024-03
3. Solar energy and happiness sentiment: the pursuit of sustainable development under impacts of global volatility;Energy Systems;2024-01-23
4. A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models;Finance Research Letters;2023-12
5. The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting;Journal of Behavioral and Experimental Finance;2023-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3