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Measuring Volatility Dynamics
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51
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
52
Dynamics of
volatility
spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh
;
Kashyap, Sachin
- In:
International journal of business innovation and …
22
(
2020
)
4
,
pp. 488-505
Persistent link: https://www.econbiz.de/10012270943
Saved in:
53
Mathematical models for the assessment of collapse in oil prices
Shera, Muhammad
;
Preda, Vasile
-
2018
Persistent link: https://www.econbiz.de/10012302306
Saved in:
54
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
55
Investigating impact of
volatility
persistence and information inflow on
volatility
of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
Saved in:
56
Renewable versus nonrenewable resources : an analysis of
volatility
in futures prices
Gevorkyan, Arkady
- In:
The Australian journal of agricultural and resource …
61
(
2017
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10011674273
Saved in:
57
The
volatility
model of the ASEAN stock indexes
Singagerda, Faurani Santi
;
Septarina, Linda
;
Sanusi, Anuar
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
Saved in:
58
Volatility
effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
59
Volatility
modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
Saved in:
60
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
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