Results 281 to 290 of about 681,470 (291)

Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions

European Journal of Finance, 2006
exaly  

Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns

Journal of Empirical Finance
Xiaojun Zhao, Pengjian Shang, Yali Zhang   +2 more
exaly  

Bubble Formation and Volatility Clustering in Cryptocurrencies

SSRN Electronic Journal, 2020
openaire   +1 more source

Volatility Clustering in Bitcoin

openaire   +1 more source

Volatility Clustering and Leverage Effect in the Indian Forex Market

Global Business Review, 2015
exaly  

Clustering High-frequency Stock Data for Trading Volatility Analysis

2010
Tianming Hu
exaly  

Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures

Applied Mathematical Finance, 2015
exaly  

An Empirical Investigation of Volatility Clustering, Volatility Spillover and Persistence from USA to Two Emerging Economies India and China

2016
Malabika Roy
exaly  

Clustering of volatility in the monetary market

2000
CARBONE, Vincenzo, Sorriso Valvo L.
openaire   +1 more source

Volatility clustering in German stock returns

2004
openaire   +1 more source