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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
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Demand estimation under incomplete product availability
Conlon, Christopher T.; Mortimer, Julie Holland - 2008
Persistent link: https://www.econbiz.de/10003754758
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index
Bandopadhyaya, Arindam; Jones, Anne Leah - In: Journal of business & economics research 6 (2008) 8, pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Demand estimation under incomplete product availability
Conlon, Christopher T.; Mortimer, Julie Holland - 2009
Persistent link: https://www.econbiz.de/10003833600
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An alternative method for measuring risk compensation of event jumps
Chen, Shu-hsien; Tsai, Ming-shann; Liao, Fang-ling - In: Applied financial economics letters 4 (2008) 4/6, pp. 355-361
Persistent link: https://www.econbiz.de/10003807793
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Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2010
Persistent link: https://www.econbiz.de/10003900630
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Measuring vulnerability : capital flows volatility in the quota formula
Reis, Laura dos - In: Reforming the governance of the IMF and the World Bank, (pp. 195-212). 2005
Persistent link: https://www.econbiz.de/10003458043