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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper"
~subject:"Volatility"
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ECONIS (ZBW)
160
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1
Technology innovation and diffusion as sources of output and asset price fluctuations
Comin, Diego
;
Gertler, Mark
;
Santacreu, Ana Maria
-
2014
Persistent link: https://www.econbiz.de/10010477388
Saved in:
2
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
Saved in:
3
Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
Saved in:
4
A state-level analysis of the great moderation
Owyang, Michael T.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003740527
Saved in:
5
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
6
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
7
Stock market volatility and the great moderation
Campbell, Sean D.
-
2005
Persistent link: https://www.econbiz.de/10003159169
Saved in:
8
Realized volatility and transactions
Chan, Choon Chat
;
Fong, Wai-mun
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
Saved in:
9
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
10
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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