Results 311 to 320 of about 1,041,681 (327)

Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets

International Journal of Finance and Economics, 2015
David E Giles
exaly  

Market interdependence and volatility transmission among major crops

Agricultural Economics (United Kingdom), 2016
Cornelis Gardebroek, Manuel A Hernandez, Miguel Robles   +2 more
exaly  

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS

Mathematical Finance, 2017
Andrea Pascucci, Matthew Lorig, Stefano Pagliarani   +2 more
exaly  

PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

Mathematical Finance, 2017
Jean-pierre Fouque, Thaleia Zariphopoulou   +1 more
exaly  

Volatility

2002
openaire   +1 more source

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Tim Bollerslev
exaly  

Increasing precipitation volatility in twenty-first-century California

Nature Climate Change, 2018
D. L. Swain, D. L. Swain, B. Langenbrunner, B. Langenbrunner, J. Neelin, A. Hall   +5 more
semanticscholar   +1 more source

Volatility‐Spillover Effects in European Bond Markets

European Financial Management, 2007
Charlotte Christiansen
exaly  

Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach

Bernoulli, 2006
exaly  

Vast volatility matrix estimation for high-frequency financial data

Annals of Statistics, 2010
Jian Zou
exaly