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Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H. - 1997
Persistent link: https://www.econbiz.de/10000633327
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Computing DSGE models with recursive preferences and stochastic volatility
Caldara, Dario; Fernández-Villaverde, Jesús; … - 2012
Persistent link: https://www.econbiz.de/10009505593
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - 2014
Persistent link: https://www.econbiz.de/10011280243
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Sectoral allocation, risk efficiency and the Great Moderation
Tase, Manjola - 2013
Persistent link: https://www.econbiz.de/10010431703
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Volatility, labor heterogeneity and asset prices
Ochoa, Marcelo - 2013
Persistent link: https://www.econbiz.de/10010431707
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Endogenous sources of volatility in housing markets : the joint buyer-seller problem
Anenberg, Elliot; Bayer, Patrick J. - 2013
Persistent link: https://www.econbiz.de/10010431719
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Economic volatility and financial markets : the case of mortgage-backed securities
Antinolfi, Gaetano; Brunetti, Celso - 2013
Persistent link: https://www.econbiz.de/10010431738
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Precautionary volatility and asset prices
Chen, Andrew Y. - 2014
Persistent link: https://www.econbiz.de/10010434033
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Bond risk premia and realized jump volatility
Wright, Jonathan H.; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003827125