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The young, the old, and the restless : demographics and business cycle volatility
Jaimovich, Nir; Siu, Henry E. - 2008
Persistent link: https://www.econbiz.de/10003725204
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The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein; Chitavi, Michael - In: Agricultural economics : the journal of the … 55 (2024) 2, pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2008
Persistent link: https://www.econbiz.de/10003903349
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Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach
Raknerud, Arvid; Skare, Øivind - 2010
Persistent link: https://www.econbiz.de/10003950031
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2007
Persistent link: https://www.econbiz.de/10003597924
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Malliavin calculus for the estimation of the U.S. dollar/euro exchange rate when the volatility is stochastic
Abutaleb, Ahmed; Papaioannou, Michael G. - In: Global information technology and competitive financial …, (pp. 71-101). 2006
Persistent link: https://www.econbiz.de/10003380428
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On the robustness of range-based volatility estimators
Akay, Ozgur; Griffiths, Mark D.; Winters, Drew B. - In: The journal of financial research 33 (2010) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10003987994