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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of economics and statistics"
~isPartOf:"The review of financial studies"
~subject:"Volatility"
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ECONIS (ZBW)
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1
Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian
;
Miao, Jia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
Saved in:
2
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
3
Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
Saved in:
4
Idiosyncratic return volatility, cash flows, and product market competition
Irvine, Paul J.
;
Pontiff, Jeffrey
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10003827722
Saved in:
5
FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.
;
Masulis, Ronald W.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
Saved in:
6
Product market competition and option prices
Morellec, Erwan
;
Zhdanov, Alexei
- In:
The review of financial studies
32
(
2019
)
11
,
pp. 4343-4386
Persistent link: https://www.econbiz.de/10012135470
Saved in:
7
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
8
Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
Saved in:
9
Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles
;
Okada, Katsushi
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
Saved in:
10
Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
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