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Showing results 1 to 5 of 5

1
Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11

2
Forecasting the KOSPI200 spot volatility using various volatility measures

Chun, Dohyun; Cho, Hoon; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.514, pp.156 - 166, 2019-01

3
Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency

Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011

4
Small sample properties of GARCH(1,1) estimator under non-normality

Noh, Jaesun, ECONOMICS LETTERS, v.55, no.2, pp.161 - 164, 1997

5
The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10

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