Results 141 to 150 of about 6,227 (165)

Realized Volatility: Macroeconomic determinants, Forecasting and Option trading

, 2012
Gabriel G. Velo
openalex   +1 more source

The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume. [PDF]

PLoS One
Siudak D.
europepmc   +1 more source

The volatility of realized volatility

, 2005
Fulvio Corsi, Uta Kretschmer, Stefan Mittnik, Christian Pigorsch   +3 more
openalex   +1 more source

Evaluating Volatility Forecasts of CSI-300 Using High-Frequency Realized Volatility

, 2014
Congcong Wang
openalex   +1 more source

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The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy

Nature Energy, 2019
Robert K Kaufmann
exaly  

Better to give than to receive: Predictive directional measurement of volatility spillovers

International Journal of Forecasting, 2012
Kamil Yilmaz
exaly  

Estimation of the year-on-year volatility and the unpredictability of the United States energy system

Nature Energy, 2018
Evan D Sherwin, Max Henrion, Inês Lima Azevedo   +2 more
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Robert J Hodrick, Yuhang Xing   +2 more
exaly  

High idiosyncratic volatility and low returns: International and further U.S. evidence

Journal of Financial Economics, 2009
Robert J Hodrick, Yuhang Xing, Xiaoyan Zhang   +2 more
exaly