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Volatility in asset prices and long-run wealth effect estimates
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Alexandre, F.; Bacao, P.; Gabriel, V. J.
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Elsevier Science B.V., Amsterdam.
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2007
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Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models
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Agnolucci, P.
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Elsevier Science B.V., Amsterdam.
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2009
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Volatility in stock returns for new EU member states: Markov regime switching model
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Moore, T.; Wang, P.
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Elsevier Science B.V., Amsterdam.
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2007
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Volatility linkages across three major equity markets: A financial arbitrage approach
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Cifarelli, G.; Paladino, G.
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Elsevier Science B.V., Amsterdam.
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2005
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Volatility of capital flows and financial liberalization: Do specific flows respond differently?
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Neumann, R. M.; Penl, R.; Tanku, A.
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Elsevier Science B.V., Amsterdam.
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2009
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Volatility of Development Aid: From the Frying Pan into the Fire?
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Bulir, A.; Hamann, A. J.
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Elsevier Science B.V., Amsterdam.
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2008
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Volatility of stock price as predicted by patent data: An MGARCH perspective
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Chow, W. W.; Fung, M. K.
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Elsevier Science B.V., Amsterdam.
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2008
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Volatility persistence in metal returns: A FIGARCH approach
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Cochran, S. J.; Mansur, I.; Odusami, B.
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Elsevier Science B.V., Amsterdam.
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2012
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Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices
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McMillan, D. G.; Ruiz, I.
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Volatility puzzles: a simple framework for gauging return-volatility regressions
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Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
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Beltran, H.; Durre, A.; Giot, P.
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Elsevier Science B.V., Amsterdam.
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2009
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Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
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Chang, K. L.
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2012
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Volatility regime-switching in European exchange rates prior to monetary unification
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Wilfling, B.
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Elsevier Science B.V., Amsterdam.
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2009
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Volatility risk premium decomposition of LIFFE equity options
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Lin, B. H.; Lin, Y. N.; Chen, Y. J.
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Elsevier Science B.V., Amsterdam.
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2012
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Volatility spillovers across international swap markets: The US, Japan, and the UK
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In, F.
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Elsevier Science B.V., Amsterdam.
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2007
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Volatility spillovers and the effect of news announcements
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Jiang, G. J.; Konstantinidi, E.; Skiadopoulos, G.
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2012
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Volatility spillovers between food and energy markets: A semiparametric approach
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Serra, T.
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2011
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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
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Volatility spillovers between the Chinese and world equity markets
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2012
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Volatility switching and regime interdependence between information technology stocks 1995？2005
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Elsevier Science B.V., Amsterdam.
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2008
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