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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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1
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
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2
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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3
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
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4
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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5
Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
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6
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
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7
The importance of market psychology in the determination of stock market volatility
Duffee, Greg
-
1990
Persistent link: https://www.econbiz.de/10000929486
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8
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
9
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
10
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
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