Results 101 to 110 of about 1,031 (118)
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LIBOR market model with SABR style stochastic volatility
2019Hagan, Patrick, Lesniewski, Andrew
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The Cross-Section of Volatility and Expected Returns
Journal of Finance, 2006Andrew Ang, Xiaoyan Zhang
exaly
Volatility‐Spillover Effects in European Bond Markets
European Financial Management, 2007Charlotte Christiansen
exaly
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
Bernoulli, 2006exaly
Vast volatility matrix estimation for high-frequency financial data
Annals of Statistics, 2010Jian Zou
exaly
Short‐ and Long‐Run Determinants of Commodity Price Volatility
American Journal of Agricultural Economics, 2013Berna Karali
exaly
LIBOR market model with SABR style stochastic volatility
, 2008 Patrick S. Hagan, Andrew Lesniewski
openalex
A large source of low-volatility secondary organic aerosol
Nature, 2014Mikael Ehn, Joel A Thornton, E Kleist
exaly