Volatility forecasting with bivariate multifractal models-Reference-Cited by-同舟云学术

Volatility forecasting with bivariate multifractal models

Published:2019-08-18 Issue:2 Volume:39 Page:155-167
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Liu Ruipeng¹,Demirer Riza²,Gupta Rangan³⁴,Wohar Mark⁵⁶

Affiliation:

1. Department of Finance, Deakin Business SchoolDeakin University Melbourne Victoria Australia

2. Department of Economics and FinanceSouthern Illinois University Edwardsville Edwardsville Illinois USA

3. Department of EconomicsUniversity of Pretoria Pretoria South Africa

4. IPAG Business School Paris France

5. College of Business AdministrationUniversity of Nebraska at Omaha Omaha Nebraska USA

6. School of Business and EconomicsLoughborough University Loughborough UK

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2619

Reference33 articles.

1. On the relation between stock prices and exchange rates: a review article

2. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

3. Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching

4. ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY

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