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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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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
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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
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3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
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4
Stock market volatility and the great moderation
Campbell, Sean D.
-
2005
Persistent link: https://www.econbiz.de/10003159169
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5
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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6
It's SHO time! : short-sale price tests and market quality
Diether, Karl B.
;
Lee, Kuan-hui
;
Werner, Ingrid M.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10003853066
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7
A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S.
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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8
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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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