Results 291 to 300 of about 598,007 (315)

Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Journal of Finance, 2013
Jessica A Wachter
exaly  

Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets

, 2014
C. Chen, I. Kuo
semanticscholar   +1 more source

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Torben G Andersen, Tim Bollerslev
exaly  

The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options

, 2015
Hassan Tanha, M. Dempsey
semanticscholar   +1 more source

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 Smile of Stochastic Volatility Models

2023
openaire   +1 more source

Equity Volatility Smile and Skew under a CEV Based Structural Leverage Model

, 2014
Min Chen
semanticscholar   +1 more source

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