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Mid-day volatility spikes in U...
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1
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
2
Roughing it up : including jump components in the measurement, modeling, and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
3
The time variation of expected returns and
volatility
in foreign-exchange markets
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
Saved in:
4
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
5
The performance of hedge funds : risk, return, and incentives
Ackermann, Carl
;
MacEnally, Richard
;
Ravenscraft, David …
- In:
The journal of finance : the journal of the American …
54
(
1999
)
3
,
pp. 823-874
Persistent link: https://www.econbiz.de/10001395651
Saved in:
6
A pragmatic evaluation of the interconnection between currency futures return
volatility
, open interest and volume
Devan, Karthika P.
;
Johnson, Johney
- In:
Theoretical and applied economics : GAER review
28
(
2021
)
1/626
,
pp. 289-296
Persistent link: https://www.econbiz.de/10012693265
Saved in:
7
Modelling
volatility
in Indian currency market
Mittal, Sanjiv
;
Kumar, Ashish
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011585698
Saved in:
8
Return, trading volume, and market depth in currency futures markets
Cheng, Ai-ru Meg
;
Cheung, Yin-Wong
-
2008
Persistent link: https://www.econbiz.de/10003797420
Saved in:
9
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
10
Understanding the price of
volatility
risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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