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Volatility
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Journal of risk
Applied financial economics
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
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2
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Scaling by the square-root-of-time rule : an empirical investigation using five market indexes
Cameron, James
;
Gulati, Chandra M.
;
Lin, Yan-xia
- In:
Journal of risk
19
(
2016
)
2
,
pp. 61-80
Persistent link: https://www.econbiz.de/10013177083
Saved in:
4
Time-varying volatility asymmetry : a conditioned HAR-RV (CJ) EGARCH-M model
Ceylan, Özcan
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 21-49
Persistent link: https://www.econbiz.de/10010476249
Saved in:
5
Nonparametric forward-looking value-at-risk
Nossman, Marcus
;
Vilhelmsson, Anders
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013262928
Saved in:
6
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
7
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
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