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~isPartOf:"Journal of economics & business"
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Volatility
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Zhou, Hao
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ECONIS (ZBW)
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51
Alternative estimates of the presidential premium
Campbell, Sean D.
;
Li, Canlin
-
2004
Persistent link: https://www.econbiz.de/10002512038
Saved in:
52
Has output become more predictable? : Changes in Greenbook forecast accuracy
Tulip, Peter
-
2005
Persistent link: https://www.econbiz.de/10003087214
Saved in:
53
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
Saved in:
54
Subordinated debt prices and forward-looking estimates of bank asset volatility
Schellhorn, Carolin D.
- In:
Journal of economics & business
48
(
1996
)
4
,
pp. 337-347
Persistent link: https://www.econbiz.de/10001209182
Saved in:
55
Sweep accounts, reserve management, and interest rate volatility
VanHoose, David D.
;
Humphrey, David B.
- In:
Journal of economics & business
53
(
2001
)
4
,
pp. 387-404
Persistent link: https://www.econbiz.de/10001594952
Saved in:
56
Federal funds rate target changes and interest rate volatility
Lee, Jim
- In:
Journal of economics & business
54
(
2002
)
2
,
pp. 159-191
Persistent link: https://www.econbiz.de/10001696588
Saved in:
57
Trading activity and price volatility in the municipal bond market
Downing, Chris
;
Zhang, Frank X.
-
2002
Persistent link: https://www.econbiz.de/10001706714
Saved in:
58
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
59
Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.
;
Wohar, Mark E.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
Saved in:
60
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
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