FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1963910930> ?p ?o ?g. }

• W1963910930 endingPage "565" @default.
• W1963910930 startingPage "556" @default.
• W1963910930 abstract "In this study, the performance of a number of well-known statistical and stochastic models is analyzed when applied to forecasting returns and volatility in some financial markets. A new affine jump-diffusion model is also introduced and it is showed that this model achieves better results than existing ones when used to forecast volatility. The bases for developing the new model are some results showing that jumps introduced both in the return and volatility process play an important role in forecasting volatility, particularly in highly volatile markets, such as emerging equity markets." @default.
• W1963910930 created "2016-06-24" @default.
• W1963910930 creator A5016660440 @default.
• W1963910930 creator A5088694103 @default.
• W1963910930 date "2006-08-01" @default.
• W1963910930 modified "2023-10-02" @default.
• W1963910930 title "Approaches to forecasting volatility: Models and their performances for emerging equity markets" @default.
• W1963910930 cites W1576326745 @default.
• W1963910930 cites W1971789299 @default.
• W1963910930 cites W1972362009 @default.
• W1963910930 cites W1979575715 @default.
• W1963910930 cites W1983618156 @default.
• W1963910930 cites W1999814123 @default.
• W1963910930 cites W1999996900 @default.
• W1963910930 cites W2001244105 @default.
• W1963910930 cites W2046357557 @default.
• W1963910930 cites W2049882758 @default.
• W1963910930 cites W2063750298 @default.
• W1963910930 cites W2064978316 @default.
• W1963910930 cites W2068629725 @default.
• W1963910930 cites W2078412593 @default.
• W1963910930 cites W2079672223 @default.
• W1963910930 cites W2094206697 @default.
• W1963910930 cites W2115865827 @default.
• W1963910930 cites W2117999380 @default.
• W1963910930 cites W2120702528 @default.
• W1963910930 cites W2129220488 @default.
• W1963910930 cites W2153155589 @default.
• W1963910930 cites W2160607725 @default.
• W1963910930 cites W2891975906 @default.
• W1963910930 cites W3123321876 @default.
• W1963910930 cites W3124475197 @default.
• W1963910930 cites W3125027532 @default.
• W1963910930 cites W3142478491 @default.
• W1963910930 doi "https://doi.org/10.1016/j.chaos.2005.08.070" @default.
• W1963910930 hasPublicationYear "2006" @default.
• W1963910930 type Work @default.
• W1963910930 sameAs 1963910930 @default.
• W1963910930 citedByCount "6" @default.
• W1963910930 countsByYear W19639109302021 @default.
• W1963910930 countsByYear W19639109302022 @default.
• W1963910930 crossrefType "journal-article" @default.
• W1963910930 hasAuthorship W1963910930A5016660440 @default.
• W1963910930 hasAuthorship W1963910930A5088694103 @default.
• W1963910930 hasConcept C10138342 @default.
• W1963910930 hasConcept C106159729 @default.
• W1963910930 hasConcept C117996083 @default.
• W1963910930 hasConcept C121087249 @default.
• W1963910930 hasConcept C121332964 @default.
• W1963910930 hasConcept C13290067 @default.
• W1963910930 hasConcept C149782125 @default.
• W1963910930 hasConcept C162324750 @default.
• W1963910930 hasConcept C17744445 @default.
• W1963910930 hasConcept C187625094 @default.
• W1963910930 hasConcept C19244329 @default.
• W1963910930 hasConcept C192620184 @default.
• W1963910930 hasConcept C199539241 @default.
• W1963910930 hasConcept C199728807 @default.
• W1963910930 hasConcept C24189920 @default.
• W1963910930 hasConcept C2779664328 @default.
• W1963910930 hasConcept C2780695682 @default.
• W1963910930 hasConcept C44731940 @default.
• W1963910930 hasConcept C62520636 @default.
• W1963910930 hasConcept C85393063 @default.
• W1963910930 hasConcept C91602232 @default.
• W1963910930 hasConceptScore W1963910930C10138342 @default.
• W1963910930 hasConceptScore W1963910930C106159729 @default.
• W1963910930 hasConceptScore W1963910930C117996083 @default.
• W1963910930 hasConceptScore W1963910930C121087249 @default.
• W1963910930 hasConceptScore W1963910930C121332964 @default.
• W1963910930 hasConceptScore W1963910930C13290067 @default.
• W1963910930 hasConceptScore W1963910930C149782125 @default.
• W1963910930 hasConceptScore W1963910930C162324750 @default.
• W1963910930 hasConceptScore W1963910930C17744445 @default.
• W1963910930 hasConceptScore W1963910930C187625094 @default.
• W1963910930 hasConceptScore W1963910930C19244329 @default.
• W1963910930 hasConceptScore W1963910930C192620184 @default.
• W1963910930 hasConceptScore W1963910930C199539241 @default.
• W1963910930 hasConceptScore W1963910930C199728807 @default.
• W1963910930 hasConceptScore W1963910930C24189920 @default.
• W1963910930 hasConceptScore W1963910930C2779664328 @default.
• W1963910930 hasConceptScore W1963910930C2780695682 @default.
• W1963910930 hasConceptScore W1963910930C44731940 @default.
• W1963910930 hasConceptScore W1963910930C62520636 @default.
• W1963910930 hasConceptScore W1963910930C85393063 @default.
• W1963910930 hasConceptScore W1963910930C91602232 @default.
• W1963910930 hasIssue "3" @default.
• W1963910930 hasLocation W19639109301 @default.
• W1963910930 hasOpenAccess W1963910930 @default.
• W1963910930 hasPrimaryLocation W19639109301 @default.
• W1963910930 hasRelatedWork W1522807025 @default.
• W1963910930 hasRelatedWork W1601881750 @default.
• W1963910930 hasRelatedWork W1973667310 @default.
• W1963910930 hasRelatedWork W2056972995 @default.
• W1963910930 hasRelatedWork W2088568893 @default.
• W1963910930 hasRelatedWork W2739057522 @default.
• W1963910930 hasRelatedWork W2970588134 @default.
• W1963910930 hasRelatedWork W3015812536 @default.

• next