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Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim; Patton, Andrew J.; Zhang, Haozhe - In: Economics letters 211 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng - In: Economics letters 120 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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Bipower variation with jumps and correlated returns
Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
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Volatility and expected option returns: a note
Chaudhury, Mohammed M. - In: Economics letters 152 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
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Volatility and return jumps in bitcoin
Chaim, Pedro; Laurini, Márcio Poletti - In: Economics letters 173 (2018), pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392