Results 261 to 269 of about 221,640 (269)

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Torben G Andersen, Tim Bollerslev
exaly  

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Economic Journal, 2009
Kamil Yilmaz
exaly  

A large source of low-volatility secondary organic aerosol

Nature, 2014
Mikael Ehn, Joel A Thornton, Einhard Kleist   +2 more
exaly  

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, 2012
Lukas Menkhoff, Lucio Sarno, Maik Schmeling   +2 more
exaly  

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Energy Economics, 2016
Aktham Maghyereh, Basel Awartani, Elie Bouri   +2 more
exaly  

Do ETFs Increase Volatility?

Journal of Finance, 2018
Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi   +2 more
exaly  

Volatility‐Managed Portfolios

Journal of Finance, 2017
Alan Moreira, Tyler Muir
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly