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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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Volatility
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
4
Stock market volatility and the great moderation
Campbell, Sean D.
-
2005
Persistent link: https://www.econbiz.de/10003159169
Saved in:
5
Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick
;
Mayhew, Stewart
;
Stivers, Christopher T.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
Saved in:
6
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
Saved in:
7
The information content of idiosyncratic volatility
Jiang, George J.
;
Xu, Danielle
;
Yao, Tong
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
Saved in:
8
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
10
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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