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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, CXhristian-Oliver; Xiao, Yajun - 2008
Persistent link: https://www.econbiz.de/10003680543
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Market instability, investor sentiment, and probability judgment error in index option prices
Charles-Cadogan, G. - 2021
Persistent link: https://www.econbiz.de/10012817231
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Volatile hiring: uncertainty in search and matching models
Den Haan, Wouter J.; Freund, Lukas; Rendahl, Pontus - 2020
Persistent link: https://www.econbiz.de/10013253516
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning; Chen, Jia; Linton, Oliver - 2021
Persistent link: https://www.econbiz.de/10013259517
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Long-term growth and short-term volatility : the labour market nexus
Annicchiarico, Barbara; Corrado, Luisa; Pelloni, Alessandra - 2008
Persistent link: https://www.econbiz.de/10003850949
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Electricity market integration, decarbonisation and security of supply : dynamic volatility connectedness in the Irish and Great Britain markets
Do, Hung; Nepal, Rabindra; Jamasb, Tooraj - 2020
Persistent link: https://www.econbiz.de/10012793107
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Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang - 2021
Persistent link: https://www.econbiz.de/10013262866
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de/10013530819
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Crown, band, and leverage effect
Kočenda, Evžen - 1997
Persistent link: https://www.econbiz.de/10000961242
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Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation
Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - 2008
Persistent link: https://www.econbiz.de/10003790654