Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods | SpringerLink
PDF) Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements | Michiel De Pooter - Academia.edu
Hedging Electricity Price Volatility Applying Seasonal and Trend Decomposition
JRFM | Free Full-Text | Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
Seasonal volatility in agricultural markets: modelling and empirical investigations | SpringerLink
ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING, AND FORECASTING OF RETURN VOLATILITY
JRFM | Free Full-Text | Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
Econometrics | Free Full-Text | Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality
Estimating Seasonality in the Mean and Variance with ARCH Models
Leaf development and demography explain photosynthetic seasonality in Amazon evergreen forests | Science
Some Like it Smooth, and Some Like it Rough:
PDF) Volatility forecasting | Tim Bollerslev - Academia.edu
PDF) Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar | SpringerLink
Seasonal Variation - an overview | ScienceDirect Topics
JRFM | Free Full-Text | Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
vatter_wu_chavez_yu_2014
Intra-day seasonality | Download Scientific Diagram
Gale Academic OneFile - Document - Unseasonal seasonals?
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar | SpringerLink
JRFM | Free Full-Text | Parsimonious Heterogeneous ARCH Models for High Frequency Modeling
Full article: Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate
SFU Library Thesis Template
Econometrics | Free Full-Text | Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality
