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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
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
175
The journal of futures markets
128
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81
Discussion paper / Centre for Economic Policy Research
68
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24
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31
The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
Saved in:
32
The economic value of volatility timing using "realized" volatility
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
Saved in:
33
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
34
Fractional integration in agricultural futures price volatilities
Jin, Hyun J.
;
Frechette, Darren L.
- In:
American journal of agricultural economics
86
(
2004
)
2
,
pp. 432-443
Persistent link: https://www.econbiz.de/10002036301
Saved in:
35
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
Saved in:
36
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
37
Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok
;
Fong, Wai-ming
- In:
Journal of financial economics
57
(
2000
)
2
,
pp. 247-273
Persistent link: https://www.econbiz.de/10001494741
Saved in:
38
Macroeconomic news and bond market volatility
Jones, Charles M.
- In:
Journal of financial economics
47
(
1998
)
3
,
pp. 315-337
Persistent link: https://www.econbiz.de/10001234960
Saved in:
39
Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
40
Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
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