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Rice price volatility and transmission: implications for food security in Ghana

Onumah, Edward E.; Owusu, Prince Addey; Mensah-Bonsu, Akwasi - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-17

This paper examines price volatility and transmission of rice markets in Ghana and draws implications for food security … corrections in short-run deviations of price ensure continuous accessibility of rice in the country. Estimates from the volatility …

Persistent link: https://www.econbiz.de/10015074265

High frequency market making : the role of speed

Aït-Sahalia, Yacine; Sağlam, Mehmet - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074464

Stock co-jump networks

Ding, Yi; Li, Yingying; Liu, Guoli; Zheng, Xinghua - In: Journal of econometrics 239 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015074466

Volatility of volatility and leverage effect from options

Chong, Carsten H.; Todorov, Viktor - In: Journal of econometrics 240 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015074616

High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times

Chen, Dachuan - In: Journal of econometrics 240 (2024) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10015075056

Conditional volatility and correlations between Sukuks, stocks, and gold in the GCC region

Hammad, Walaa; Munir, Qaiser; Teplova, Tamara V.; Ul … - In: International journal of economics and business … 28 (2024) 3/4, pp. 398-416

Persistent link: https://www.econbiz.de/10015075063

Nonparametric estimation for high-frequency data incorporating trading information

Cui, Wenhao; Hu, Jie; Wang, Jiandong - In: Journal of econometrics 240 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015075085

Realized regression with asynchronous and noisy high frequency and high dimensional data

Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10015074483

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data

Chang, Jinyuan; Hu, Qiao; Liu, Cheng; Tang, Cheng Yong - In: Journal of econometrics 239 (2024) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10015074488

Volatility prediction comparison via robust volatility proxies : an empirical deviation perspective

Wang, Weichen; An, Ran; Zhu, Ziwei - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074492