Results 111 to 120 of about 1,119,588 (120)

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Xiaoyan Zhang
exaly  

Volatility‐Spillover Effects in European Bond Markets

European Financial Management, 2007
Charlotte Christiansen
exaly  

Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach

Bernoulli, 2006
exaly  

Vast volatility matrix estimation for high-frequency financial data

Annals of Statistics, 2010
Jian Zou
exaly  

The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?

Econometrica, 2009
exaly  

Short‐ and Long‐Run Determinants of Commodity Price Volatility

American Journal of Agricultural Economics, 2013
Berna Karali
exaly  

A large source of low-volatility secondary organic aerosol

Nature, 2014
Mikael Ehn, Joel A Thornton, E Kleist
exaly  

The Impact of the Volatility of Monetary Policy Shocks

Journal of Money, Credit and Banking, 2013
exaly  

Stock Volatility during the Recent Financial Crisis

European Financial Management, 2011
exaly  

Modelling Interest Rate Derivatives with stochastic volatility using SABR model A thesis presented for M.Sc. in Financial Risk Management

2019
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