Results 241 to 250 of about 66,906 (266)
Some of the next articles are maybe not open access.
Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002Neil Shephard, Ole E. Barndorff-Nielsen
exaly
Volatility Spreads and Expected Stock Returns
Management Science, 2009Armen Hovakimian, Turan G. Bali
exaly
Oil volatility, oil and gas firms and portfolio diversification
Energy Economics, 2018Nikolaos Antonakakis +2 more
exaly
COVID-19 and stock market volatility: An industry level analysis
Finance Research Letters, 2020Mina Glambosky +2 more
exaly
Forecasting volatility of the U.S. oil market
Journal of Banking and Finance, 2014Peter Molnár +2 more
exaly
Efficient predictability of stock return volatility: The role of stock market implied volatility
North American Journal of Economics and Finance, 2020Zhifeng Dai, Fenghua Wen
exaly
Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading
2015Robert L. Kosowski, Salih N. Neftci
openaire +1 more source
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Journal of Risk and Financial Management, 2018Christian Conrad, Eric Ghysels
exaly
Oil and the short-term predictability of stock return volatility
Journal of Empirical Finance, 2018Yudong Wang, Chongfeng Wu, Libo Yin
exaly
The quality of market volatility forecasts implied by S&P 100 index option prices
Journal of Empirical Finance, 1998Jeff Fleming
exaly