Results 331 to 340 of about 816,870 (348)

News Implied Volatility and Disaster Concerns

, 2017
Asaf Manela, Alan Moreira
semanticscholar   +1 more source

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
Pankaj C Patel, Maria João Guedes, Nuno Soares   +2 more
exaly  

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

Journal of Financial Economics, 2012
Bradley S Paye
exaly  

Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression

Energy, 2020
Liya Hau, Huiming Zhu, Xiang Ma
exaly  

Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading

2015
Robert L. Kosowski, Salih N. Neftci
openaire   +1 more source

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Fixing Volatile Volatility

2007
openaire   +1 more source

Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

Journal of Risk and Financial Management, 2018
Christian Conrad, Eric Ghysels, Conrad Christian   +2 more
exaly  

Bayesian Analysis of Stochastic Volatility Models

, 1994
Eric Jacquier, Nicholas G. Polson, Peter E. Rossi   +2 more
semanticscholar   +1 more source

Oil and the short-term predictability of stock return volatility

Journal of Empirical Finance, 2018
Yudong Wang, Yu Wei, Chongfeng Wu
exaly