Forecasting global stock market implied volatility indices

By Stavros Degiannakis *, George Filis, Hossein Hassani. 2018

49 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/66112231046648246ec41b55629a33fdc853707f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Stavros Degiannakis *
2. George Filis

In Finance

1. George Filis
2. Stavros Degiannakis *
3. T. Walther
4. Tony Klein
5. R. Brooks

In Management Science and Operations Research

1. Stavros Degiannakis *
2. T. Walther
3. George Filis
4. Tony Klein

Citations in the corpus

• Forecasting realized volatility of agricultural commodities (2020, background): “(1990), Degiannakis & Filis (2017), and Degiannakis et al. (2018). Table 1 provides an overview of the sampling times and data sources.”