Volatility jumps and macroeconomic news announcements
Year of publication: |
2018
|
---|---|
Authors: | Chan, Kam F. ; Gray, Philip |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 8 (18.04.), p. 881-897
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Market response of US equities to domestic natural disasters : industry‐based evidence
Malik, Ihtisham A., (2019)
-
A new approach to characterizing and forecasting electricity price volatility
Chan, Kam Fong, (2008)
-
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip, (2005)
- More ...