Narrow search
Showing 31 - 40 of 89
Cover Image
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156
Cover Image
Trading activity and price volatility in the municipal bond market
Downing, Chris; Zhang, Frank X. - 2002
Persistent link: https://www.econbiz.de/10001706714
Cover Image
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889
Cover Image
Multiscale behaviour of volatility autocorrelations in a financial market
Pasquini, Michele; Serva, Maurizio - In: Economics letters 65 (1999) 3, pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
Cover Image
Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities
David, Alexander; Veronesi, Pietro - 1999
Persistent link: https://www.econbiz.de/10001426915
Cover Image
Pre-announcement effects, news, and volatility : monetary policy and the stock market
Bomfim, Antúlio N. - 2000
Persistent link: https://www.econbiz.de/10001537587
Cover Image
Exchange-rate volatility, exchange-rate regime, and trade volume : evidence from the UK-US export function (1889 - 1999)
Aristotelous, Kyriacos - In: Economics letters 72 (2001) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10001578170
Cover Image
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
Cover Image
Output composition and the US output volatility decline
Alcalá Agulló, Francisco; Sancho, Israel - In: Economics letters 82 (2004) 1, pp. 115-120
Persistent link: https://www.econbiz.de/10001877626
Cover Image
Inventory dynamics and business cycles : what has changed?
McCarthy, Jonathan P.; Zakrajšek, Egon - 2003
Persistent link: https://www.econbiz.de/10001782001