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The link between growth volatility and technical progress : cross-country evidence
Tang, Sam Hak Kan - In: Economics letters 77 (2002) 3, pp. 335-341
Persistent link: https://www.econbiz.de/10001711496
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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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Stock market volatility and the great moderation
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10003159169
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A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.; Marcucci, Juri - In: Journal of econometrics 132 (2006) 1, pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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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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An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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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