Results 311 to 320 of about 204,882 (322)
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EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS
Mathematical Finance, 2017Andrea Pascucci +2 more
exaly
PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS
Mathematical Finance, 2017Jean-pierre Fouque +1 more
exaly
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
A large source of low-volatility secondary organic aerosol
Nature, 2014Mikael Ehn, Joel A Thornton, E Kleist
exaly