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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
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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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What is the source of different levels of time-series return volatility? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.; Winters, Drew B. - In: Journal of economics and finance 29 (2005) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
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It's SHO time! : short-sale price tests and market quality
Diether, Karl B.; Lee, Kuan-hui; Werner, Ingrid M. - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 37-73
Persistent link: https://www.econbiz.de/10003853066
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Volatility transmission and financial crises
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Journal of economics and finance 30 (2006) 3, pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
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Explaining momentum profits with an epidemic diffusion model
Balsara, Nauzer J.; Zheng, Lin; Vidozzi, Andrea; … - In: Journal of economics and finance 30 (2006) 3, pp. 407-422
Persistent link: https://www.econbiz.de/10003413571
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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699