Results 241 to 250 of about 14,628 (253)

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Tim Bollerslev
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Xiaoyan Zhang
exaly  

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  

Implied Trinomial Tress of the Volatility Smile

The Journal of Derivatives, 1996
Neil A. Chriss, Emanuel Derman, Iraj Kani   +2 more
openaire   +2 more sources

The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?

Econometrica, 2009
exaly  

Short‐ and Long‐Run Determinants of Commodity Price Volatility

American Journal of Agricultural Economics, 2013
Berna Karali
exaly  

Stochastic Volatility Models: Faking a Smile

2020
Dean Diavatopoulos, Oleg Sokolinskiy
openaire   +1 more source

A large source of low-volatility secondary organic aerosol

Nature, 2014
Mikael Ehn, Joel A Thornton, E Kleist
exaly