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Is real-time pricing green? : the environmental impacts of electricity demand variance
Holland, Stephen P.; Mansur, Erin - In: The review of economics and statistics 90 (2008) 3, pp. 550-561
Persistent link: https://www.econbiz.de/10003754043
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Diverging trends in aggregate and firm volatility
Comin, Diego; Mulani, Sunil - In: The review of economics and statistics 88 (2006) 2, pp. 374-383
Persistent link: https://www.econbiz.de/10003337250
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Predicting Markov volatility switches using monetary policy variables
Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 95 (2007) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
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Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003909568
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Forecasting realized volatility with linear and nonlinear models
McAleer, Michael; Medeiros, Marcelo C. - 2009
Persistent link: https://www.econbiz.de/10003910296
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The effects of Japanese interventions on FX-forecast heterogeneity
Reitz, Stefan; Stadtmann, Georg; Taylor, Mark P. - In: Economics letters 108 (2010) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10008662250
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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008664039
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Financial market volatility and primary placements
Casalin, Fabrizio; Dia, Enzo - In: Economics letters 105 (2009) 3, pp. 284-286
Persistent link: https://www.econbiz.de/10003931082