15981 |
|
Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
|
Daal, E.; Naka, A.; Yu, J. S.
|
Elsevier Science B.V., Amsterdam.
|
2007
|
|
|
15982 |
|
Volatility comovement: a multifrequency approach
|
Calvet, L. E.; Fisher, A. J.; Thompson, S. B.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|
15983 |
|
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?
|
Cifarelli, G.; Paladino, G.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|
15984 |
|
Volatility components, leverage effects, and the return-volatility relations
|
Li, J.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
15985 |
|
Volatility components: The term structure dynamics of VIX futures
|
Lu, Z.; Zhu, Y.
|
John Wiley & Sons, Ltd
|
2010
|
|
|
15986 |
|
Volatility contagion: A range-based volatility approach
|
Chiang, M. H.; Wang, L. M.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
15987 |
|
Volatility, Correlation, and Diversification in a Multi-Factor World
|
Roll, R.
|
Institutional Investor, Inc.
|
2013
|
|
|
15988 |
|
Volatility-Decay Risk Premia
|
Galai, D.; Kedar-Levy, H.; Schreiber, B.Z.
|
Institutional Investor, Inc
|
2014
|
|
|
15989 |
|
Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets
|
Colavecchio, R.; Funke, M.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
15990 |
|
Volatility dependence and contagion in emerging equity markets
|
Edwards, S.
|
ELSEVIER
|
2001
|
|
|
15991 |
|
Volatility-Dependent Skewness Preference
|
Xiang Gao; Kees G. Koedijk; Zhan Wang
|
Institutional Investor, Inc.
|
2021
|
|
|
15992 |
|
Volatility Dependent Structured Products
|
Artem Dyachenko ; Walter Farkas ; Marc Oliver Rieger
|
Institutional Investor, Inc
|
2021
|
|
|
15993 |
|
Volatility driven market in a generalized Lotka-Voltera formalism/
|
Louzoun, Yoram Solomon, Sorin
|
North-Holland Pub. Co
|
2001
|
|
|
15994 |
|
Volatility due to offshoring: Theory and evidence
|
Bergin, P. R.; Feenstra, R. C.; Hanson, G. H.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
15995 |
|
Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
|
Kaeck, A.; Alexander, C.
|
Elsevier Science B.V., Amsterdam.
|
2012
|
|
|
15996 |
|
Volatility Dynamics in the Term Structure of Latin American Sovereign International Bonds
|
Thuraisamy, Kannan S.
|
M.E. Sharpe
|
2015
|
|
|
15997 |
|
Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality
|
McMillan, D.G.; Ruiz, I.
|
Inderscience
|
2009
|
|
|
15998 |
|
Volatility dynamics of NYMEX natural gas futures prices
|
Suenaga, H.; Smith, A.; Williams, J.
|
John Wiley & Sons, Ltd
|
2008
|
|
|
15999 |
|
Volatility Dynamics of Precious Metals: Evidence from Russia
|
B. Kirkulak-Uludag ; Z. Lkhamazhapov
|
Vydava Univerzita Karlova v Praze, Fakulta socialnich ved ve spolupraci s Ceskoi narodni bankou a Ministerstvem financi CR
|
2017
|
|
|
16000 |
|
Volatility dynamics under duration-dependent mixing
|
Maheu, J. M.
|
ELSEVIER
|
2000
|
|
|