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~isPartOf:"Journal of financial markets"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Castro, Paula Baião Fisher de"
~person:"Koopman, Siem Jan"
~person:"Lee, Suzanne S."
~person:"Medeiros, Marcelo C."
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Search: subject:"Volatility"
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Volatility
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4
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Castro, Paula Baião Fisher de
Koopman, Siem Jan
Lee, Suzanne S.
Medeiros, Marcelo C.
Klotzle, Marcelo Cabus
3
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3
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Journal of financial markets
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
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24
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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1
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
2
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
3
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
4
Assessing day-to-day
volatility
: does the trading time matter?
Vicente, José Valentim Machado
;
Araújo, Gustavo Silva
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
Saved in:
5
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
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