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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of financial economics"
~subject:"Volatility"
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Volatility
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American journal of agricultural economics
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Working paper / National Bureau of Economic Research, Inc.
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11
Bayesian state-space estimation of stochastic volatility for storable commodities
Karali, Berna
;
Power, Gabriel J.
;
Ishdorj, Ariun
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 434-440
Persistent link: https://www.econbiz.de/10009374045
Saved in:
12
Estimating the risk-return tradeoff in agribusiness stocks : linkages with the broader stock market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 426-433
Persistent link: https://www.econbiz.de/10009374047
Saved in:
13
Dynamics of bioful stock prices : a Bayesian approach
Du, Xiaodong
;
Hayes, Dermot James
;
Yu, Cindy L.
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 418-425
Persistent link: https://www.econbiz.de/10009374050
Saved in:
14
Bid-ask spreads, volume, and volatility : evidence from livestock markets
Frank, Julieta
;
García, Philip
- In:
American journal of agricultural economics
93
(
2011
)
1
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009239483
Saved in:
15
Time-varying rare disaster risk and stock returns
Berkman, Henk
;
Jacobsen, Ben
;
Lee, John B.
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 313-332
Persistent link: https://www.econbiz.de/10009242854
Saved in:
16
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
17
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
18
Stock price fragility
Greenwood, Robin
;
Thesmar, David
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 471-490
Persistent link: https://www.econbiz.de/10009409752
Saved in:
19
Short- and long-run determinants of commodity price volatility
Karali, Berna
;
Power, Gabriel J.
- In:
American journal of agricultural economics
95
(
2013
)
3
,
pp. 724-738
Persistent link: https://www.econbiz.de/10009758629
Saved in:
20
Venture capital investment cycles : the impact of public markets
Gompers, Paul A.
;
Kovner, Anna
;
Lerner, Joshua
; …
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003628858
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