Results 251 to 260 of about 66,906 (266)

Oil market volatility and stock market volatility

Finance Research Letters, 2018
Peter Molnár
exaly  

MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY

Mathematical Finance, 1994
Stephen Taylor
exaly  

Strength of the association between R&D volatility and firm growth: The roles of corporate governance and tangible asset volatility

Journal of Business Research, 2018
Maria João Guedes, Nuno Soares, Vitor da Conceição Gonçalves   +2 more
exaly  

Fixing Volatile Volatility

2007
openaire   +1 more source

Economic policy uncertainty and stock market volatility

Finance Research Letters, 2015

exaly  

High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets

Energy Economics, 2018
Qiang Ji, Jiawen Luo
exaly  

Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities

Econometrica, 2005
Tim Bollerslev, Torben Gustav Andersen, Nour Meddahi   +2 more
exaly  

What can explain the price, volatility and trading volume of Bitcoin?

Finance Research Letters, 2019
Peter Molnár
exaly  

Pricing under rough volatility

Quantitative Finance, 2016
Jim Gatheral, Christian Bayer, Peter Friz   +2 more
exaly  

‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables

Journal of Financial Economics, 2012
Bradley Paye
exaly