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Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa; Yamagata, Takashi - In: Journal of empirical finance 18 (2011) 5, pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
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Time-varying business volatility, price setting, and the real effects of monetary policy
Bachmann, Ruediger; Born, Benjamin; Elstner, Steffen; … - 2013
Persistent link: https://www.econbiz.de/10009773469
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FX trading and exchange rate dynamics
Evans, Martin D. D. - 2001
Persistent link: https://www.econbiz.de/10001552374
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Is business cycle volatility costly? : Evidence from surveys of subjective well-being
Wolfers, Justin - 2003
Persistent link: https://www.econbiz.de/10001753260
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Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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Improving the measurement of earnings dynamics
Daly, Moira; Hryshko, Dmytro; Manovskii, Iourii - 2016
Persistent link: https://www.econbiz.de/10011585749
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056