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Fire! Fire! : is U.S. low volatility a crowded trade?
Marmer, Harry S. - In: The journal of investing 24 (2015) 3, pp. 17-37
Persistent link: https://www.econbiz.de/10011416942
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Effect of volatility fluctuations on optimal execution schedules
Criscuolo, Adriana M.; Waelbroeck, Henri - In: The journal of trading 9 (2014) 4, pp. 82-90
Persistent link: https://www.econbiz.de/10011291061
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Effect of Volatility Fluctuations on Optimal Execution Schedules
Criscuolo, Adriana - 2019
fair pricing theory of market impact and the Heston model for volatility. We use computer optimization to solve common …
Persistent link: https://www.econbiz.de/10012904961
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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The twilight of capitalism
Harrington, Michael - 1976 - 1. print.
Persistent link: https://www.econbiz.de/10000049218
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Are exchange rates "excessively" volatile?
Wadhwani, Sushil B. - 1984
Persistent link: https://www.econbiz.de/10000025908
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Money velocity with interest rate stochastic volatility and exact aggregation
Barnett, William A.; Xu, Haiyang - 1995
Persistent link: https://www.econbiz.de/10000933224