Browsing Handelshøyskolen BI by Author "Ås, Emil Andre"
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Forecasting Realized Volatility with Earnings Announcements and Overnight Returns
Stadsvik, Sander André Pilskog; Ås, Emil Andre (Master thesis, 2023)In our study, we forecast realized volatility utilizing a large panel of stocks from the S&P 500, with the inclusion of overnight returns and earnings announcements. Our comparative analysis employs both the heterogeneous ...