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Modeling and predicting the CBOE market volatility index. (2007). Scharth, Marcel ; Medeiros, Marcelo ; Fernandes, Marcelo.
In: Textos para discussão.
RePEc:rio:texdis:548.

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Cited: 14

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Cites: 39

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Cocites: 50

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  1. The Relationship between VIX and Technical Indicator: The Analysis of Shared-Frailty Model. (2023). , Fu-Ying.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_5.

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  2. The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective. (2016). Caporin, Massimiliano ; Bonaccolto, Giovanni.
    In: JRFM.
    RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:8-:d:73460.

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  3. Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:20.

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  4. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1405.

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  5. Forecasting the density of oil futures. (2014). Ielpo, Florian ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-601.

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  6. Volatility jumps and their economic determinants. (2014). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-27.

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  7. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-12.

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  8. The VIX, the Variance Premium and Stock Market Volatility. (2013). Hoerova, Marie ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18995.

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  9. Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2013). Baruník, Jozef ; Zikes, Filip.
    In: Papers.
    RePEc:arx:papers:1308.4276.

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  10. Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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  11. Conditional jumps in volatility and their economic determinants. (2011). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0138.

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  12. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chang, C-L., ; Liu, T..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:23120.

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  13. The Benefits of Bagging for Forecast Models of Realized Volatility. (2010). Medeiros, Marcelo ; Hillebrand, Eric.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:571-593.

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  14. Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices. (2008). Skiadopoulos, George ; Konstantinidi, Eirini ; Tzagkaraki, Emilia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2401-2411.

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